+643.4%
XLU vs CL
+639.6%
+3.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.8% | -2.2% | +3.0% | +1.7% |
| 30D | -1.3% | -4.8% | +3.5% | +0.5% |
| 3M | -1.3% | +4.9% | -6.2% | -3.4% |
| 6M | -7.6% | -5.7% | -1.9% | -6.0% |
| YTD | +2.3% | +14.4% | -12.1% | -3.6% |
| 1Y | +5.8% | +8.7% | -3.0% | +1.4% |
| 3Y | +50.5% | +30.0% | +20.6% | +33.5% |
| 5Y | +44.1% | +28.4% | +15.8% | +28.2% |
| 10Y | +138.2% | +50.1% | +88.1% | +99.1% |
| All | +643.4% | +639.6% | +3.8% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling