+169.4%
XLV vs CL
+54.0%
+115.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | -2.2% | -1.3% | -2.7% |
| 30D | -1.8% | -6.0% | +4.2% | +0.7% |
| 3M | +7.8% | -2.3% | +10.1% | +8.7% |
| 6M | +9.1% | -2.0% | +11.1% | +9.6% |
| YTD | +7.7% | +11.8% | -4.1% | +2.0% |
| 1Y | +20.4% | +5.8% | +14.6% | +16.5% |
| 3Y | +30.8% | +25.9% | +4.8% | +15.0% |
| 5Y | +34.6% | +26.9% | +7.7% | +17.1% |
| All | +169.4% | +54.0% | +115.4% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling