+32.9%
XLV vs CL
+33.4%
-0.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.1% |
| 7D | +5.5% | +7.7% | -2.2% | +3.3% |
| 30D | +13.3% | +15.2% | -1.9% | +8.9% |
| 3M | +17.4% | +7.3% | +10.1% | +14.9% |
| 6M | +32.1% | +17.0% | +15.1% | +26.8% |
| YTD | +24.0% | +28.0% | -3.9% | +19.0% |
| 1Y | +32.9% | +32.1% | +0.8% | +26.1% |
| All | +32.9% | +33.4% | -0.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling