+899.8%
XLV vs CLF
+273.8%
+626.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -2.6% | +6.5% | -9.1% | -3.2% |
| 30D | +0.9% | +0.2% | +0.6% | +0.8% |
| 3M | +10.0% | -3.1% | +13.0% | +9.7% |
| 6M | +10.4% | +25.0% | -14.6% | +7.3% |
| YTD | +8.9% | -7.5% | +16.3% | +8.1% |
| 1Y | +23.4% | +11.5% | +11.8% | +19.5% |
| 3Y | +33.1% | -13.7% | +46.8% | +28.2% |
| 5Y | +33.3% | -47.0% | +80.3% | +30.9% |
| 10Y | +170.8% | +116.3% | +54.5% | +115.6% |
| All | +899.8% | +273.8% | +626.0% | +441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling