+26.9%
XLV vs CLS
+47.9%
-21.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.0% |
| 7D | +0.2% | +4.6% | -4.4% | +0.3% |
| 30D | +4.4% | -13.9% | +18.3% | +4.3% |
| 3M | +13.2% | -26.6% | +39.8% | +13.1% |
| 6M | +10.1% | +15.4% | -5.3% | +9.0% |
| YTD | +11.7% | +5.7% | +6.0% | +10.6% |
| 1Y | +26.9% | +41.1% | -14.2% | +26.4% |
| All | +26.9% | +47.9% | -21.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling