+34.9%
XLV vs CLF
-49.9%
+84.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | -1.4% | -4.7% | +3.3% | -1.1% |
| 3M | +8.9% | -4.7% | +13.5% | +8.8% |
| 6M | +9.1% | +24.0% | -14.9% | +6.6% |
| YTD | +7.9% | -10.9% | +18.8% | +7.6% |
| 1Y | +22.7% | +4.0% | +18.7% | +19.9% |
| 3Y | +31.9% | -16.9% | +48.8% | +27.5% |
| 5Y | +34.9% | -49.3% | +84.2% | +34.0% |
| All | +34.9% | -49.9% | +84.7% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling