+33.6%
XLY vs CL
+27.2%
+6.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -4.2% | -6.0% | +1.8% | -3.7% |
| 3M | -2.7% | -2.3% | -0.3% | -2.5% |
| 6M | -0.6% | -2.0% | +1.3% | -0.6% |
| YTD | -5.0% | +11.8% | -16.9% | -5.8% |
| 1Y | -4.1% | +5.8% | -9.9% | -4.4% |
| 3Y | +33.6% | +25.9% | +7.7% | +31.9% |
| All | +33.6% | +27.2% | +6.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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