+566.3%
XLP vs CLF
+290.5%
+275.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.2% | +12.6% | +3.9% |
| 7D | +5.9% | -7.9% | +13.8% | +6.4% |
| 30D | +13.5% | +5.2% | +8.2% | +12.8% |
| 3M | +8.4% | +4.3% | +4.1% | +7.7% |
| 6M | +11.5% | +25.3% | -13.7% | +9.0% |
| YTD | +20.6% | -3.3% | +24.0% | +19.3% |
| 1Y | +24.3% | +20.2% | +4.1% | +21.0% |
| 3Y | +45.1% | -25.0% | +70.1% | +42.0% |
| 5Y | +44.6% | -42.1% | +86.7% | +41.5% |
| 10Y | +133.1% | +139.1% | -6.1% | +93.1% |
| All | +566.3% | +290.5% | +275.8% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling