+899.8%
XLV vs CL
+636.6%
+263.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -2.6% | -1.4% | -1.3% | -2.2% |
| 30D | +0.9% | -5.2% | +6.1% | +2.8% |
| 3M | +10.0% | +3.3% | +6.7% | +8.6% |
| 6M | +10.4% | -4.4% | +14.8% | +11.8% |
| YTD | +8.9% | +13.9% | -5.0% | +3.4% |
| 1Y | +23.4% | +7.6% | +15.7% | +19.3% |
| 3Y | +33.1% | +29.6% | +3.5% | +19.3% |
| 5Y | +33.3% | +28.1% | +5.2% | +19.4% |
| 10Y | +170.8% | +53.4% | +117.4% | +124.5% |
| All | +899.8% | +636.6% | +263.2% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling