+891.0%
XLV vs CLS
+2,309.0%
-1,418.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.3% |
| 7D | -4.4% | +5.0% | -9.4% | -5.0% |
| 30D | -1.4% | +4.8% | -6.2% | -2.3% |
| 3M | +8.9% | -10.4% | +19.2% | +9.0% |
| 6M | +9.1% | +20.8% | -11.7% | +4.0% |
| YTD | +7.9% | +10.0% | -2.1% | +3.4% |
| 1Y | +22.7% | +28.5% | -5.8% | +13.9% |
| 3Y | +31.9% | +1,292.2% | -1,260.3% | -16.4% |
| 5Y | +34.9% | +3,616.8% | -3,581.9% | -27.3% |
| 10Y | +173.9% | +2,959.5% | -2,785.6% | +43.6% |
| All | +891.0% | +2,309.0% | -1,418.0% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling