+27.6%
XLY vs CLF
-49.9%
+77.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | -3.9% | -3.7% | -0.2% | -3.3% |
| 30D | -6.1% | -4.7% | -1.4% | -5.6% |
| 3M | -1.2% | -4.7% | +3.5% | -1.2% |
| 6M | -1.8% | +24.0% | -25.8% | -6.9% |
| YTD | -5.9% | -10.9% | +5.1% | -6.5% |
| 1Y | -3.1% | +4.0% | -7.1% | -8.2% |
| 3Y | +36.0% | -16.9% | +52.9% | +27.1% |
| 5Y | +27.6% | -49.3% | +76.9% | +27.8% |
| All | +27.6% | -49.9% | +77.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling