+32.9%
XLV vs CLS
-28.7%
+61.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.1% | +12.1% | +2.8% |
| 7D | +5.5% | -21.1% | +26.7% | +4.8% |
| 30D | +13.3% | -38.2% | +51.5% | +12.0% |
| 3M | +17.4% | -36.3% | +53.8% | +16.4% |
| 6M | +32.1% | -43.8% | +75.9% | +31.0% |
| YTD | +24.0% | -20.0% | +44.1% | +21.4% |
| 1Y | +32.9% | -29.6% | +62.5% | +30.1% |
| All | +32.9% | -28.7% | +61.6% | +30.1% |
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