+30.8%
XLV vs CLF
-16.5%
+47.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -3.6% | -3.5% | 0.0% | -3.4% |
| 30D | -1.8% | -1.6% | -0.3% | -1.8% |
| 3M | +7.8% | -12.0% | +19.8% | +8.2% |
| 6M | +9.1% | +30.0% | -20.8% | +7.1% |
| YTD | +7.7% | -9.2% | +16.9% | +7.4% |
| 1Y | +20.4% | +2.3% | +18.1% | +18.6% |
| 3Y | +30.8% | -14.4% | +45.2% | +24.0% |
| All | +30.8% | -16.5% | +47.3% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling