+1,117.7%
XLY vs CL
+636.6%
+481.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.5% | -1.4% | +0.8% | 0.0% |
| 30D | -4.9% | -5.2% | +0.3% | -3.0% |
| 3M | -1.0% | +3.3% | -4.3% | -2.5% |
| 6M | 0.0% | -4.4% | +4.4% | +1.2% |
| YTD | -4.2% | +13.9% | -18.1% | -9.6% |
| 1Y | -2.7% | +7.6% | -10.3% | -6.4% |
| 3Y | +38.4% | +29.6% | +8.9% | +21.4% |
| 5Y | +28.9% | +28.1% | +0.9% | +12.5% |
| 10Y | +214.7% | +53.4% | +161.4% | +150.0% |
| All | +1,117.7% | +636.6% | +481.2% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling