+136.6%
XLU vs CL
+55.9%
+80.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.2% | -2.4% | +1.2% | +0.1% |
| 30D | -2.5% | -4.8% | +2.2% | -0.1% |
| 3M | -2.7% | -1.7% | -1.0% | -2.2% |
| 6M | -7.5% | -3.8% | -3.6% | -6.2% |
| YTD | +0.9% | +13.3% | -12.3% | -6.8% |
| 1Y | +3.3% | +8.3% | -5.0% | -2.7% |
| 3Y | +47.3% | +28.8% | +18.5% | +22.2% |
| 5Y | +44.4% | +28.5% | +15.9% | +18.8% |
| All | +136.6% | +55.9% | +80.7% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling