+35.5%
XLV vs CL
+26.4%
+9.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | -2.2% | -1.3% | -2.8% |
| 30D | -1.8% | -6.0% | +4.2% | +0.3% |
| 3M | +7.8% | -2.3% | +10.1% | +8.6% |
| 6M | +9.1% | -2.0% | +11.1% | +9.6% |
| YTD | +7.7% | +11.8% | -4.1% | +2.9% |
| 1Y | +20.4% | +5.8% | +14.6% | +17.3% |
| 3Y | +30.8% | +25.9% | +4.8% | +15.6% |
| All | +35.5% | +26.4% | +9.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling