+30.8%
XLV vs CLS
+1,361.6%
-1,330.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.7% | -0.2% |
| 7D | -3.6% | +10.9% | -14.5% | -3.6% |
| 30D | -1.8% | +2.1% | -3.9% | -1.8% |
| 3M | +7.8% | -10.2% | +18.0% | +7.9% |
| 6M | +9.1% | +30.4% | -21.3% | +8.0% |
| YTD | +7.7% | +17.2% | -9.5% | +6.7% |
| 1Y | +20.4% | +41.0% | -20.6% | +18.5% |
| 3Y | +30.8% | +1,338.0% | -1,307.2% | +10.0% |
| All | +30.8% | +1,361.6% | -1,330.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling