+665.5%
XLU vs CLF
+284.8%
+380.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | +2.1% | +10.4% | -8.3% | +1.2% |
| 30D | +5.6% | +0.6% | +5.0% | +5.1% |
| 3M | +0.7% | +4.1% | -3.4% | -0.2% |
| 6M | -0.1% | +15.1% | -15.2% | -2.3% |
| YTD | +5.3% | -4.7% | +10.1% | +3.9% |
| 1Y | +2.2% | +20.4% | -18.2% | -1.3% |
| 3Y | +61.6% | -23.4% | +85.0% | +56.9% |
| 5Y | +53.6% | -43.3% | +96.9% | +49.6% |
| 10Y | +162.3% | +80.5% | +81.7% | +109.2% |
| All | +665.5% | +284.8% | +380.8% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling