+665.5%
XLU vs CL
+735.1%
-69.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +2.1% | +3.2% | -1.1% | +0.9% |
| 30D | +5.6% | +8.0% | -2.5% | +2.4% |
| 3M | +0.7% | +7.9% | -7.1% | -2.3% |
| 6M | -0.1% | +14.7% | -14.8% | -5.5% |
| YTD | +5.3% | +29.2% | -23.8% | -5.2% |
| 1Y | +2.2% | +29.5% | -27.4% | -8.3% |
| 3Y | +61.6% | +40.7% | +21.0% | +39.1% |
| 5Y | +53.6% | +43.9% | +9.7% | +30.7% |
| 10Y | +162.3% | +87.2% | +75.0% | +102.6% |
| All | +665.5% | +735.1% | -69.6% | +297.8% |
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 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