+44.7%
XLU vs CL
+30.0%
+14.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.1% | -1.4% | +3.5% | +2.6% |
| 30D | -0.4% | -5.2% | +4.8% | +1.6% |
| 3M | +0.5% | +3.3% | -2.8% | -1.1% |
| 6M | -5.8% | -4.4% | -1.4% | -4.5% |
| YTD | +3.1% | +13.9% | -10.8% | -3.2% |
| 1Y | +8.1% | +7.6% | +0.5% | +3.8% |
| 3Y | +50.5% | +29.6% | +21.0% | +26.9% |
| 5Y | +44.7% | +28.1% | +16.7% | +21.2% |
| All | +44.7% | +30.0% | +14.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling