+162.4%
XLU vs CLF
+74.2%
+88.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.7% |
| 7D | +2.1% | +10.4% | -8.3% | +1.5% |
| 30D | +5.6% | +0.6% | +5.0% | +5.3% |
| 3M | +0.7% | +4.1% | -3.4% | +0.1% |
| 6M | -0.1% | +15.1% | -15.2% | -1.6% |
| YTD | +5.3% | -4.7% | +10.1% | +4.3% |
| 1Y | +2.2% | +20.4% | -18.2% | -0.3% |
| 3Y | +61.6% | -23.4% | +85.0% | +58.6% |
| 5Y | +53.6% | -43.3% | +96.9% | +51.1% |
| All | +162.4% | +74.2% | +88.3% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling