+1,117.7%
XLY vs CLF
+273.8%
+843.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.5% | +6.5% | -7.0% | -1.5% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | -1.0% | -3.1% | +2.1% | -1.5% |
| 6M | 0.0% | +25.0% | -25.0% | -4.6% |
| YTD | -4.2% | -7.5% | +3.3% | -5.3% |
| 1Y | -2.7% | +11.5% | -14.2% | -7.6% |
| 3Y | +38.4% | -13.7% | +52.1% | +31.0% |
| 5Y | +28.9% | -47.0% | +75.9% | +27.0% |
| 10Y | +214.7% | +116.3% | +98.4% | +124.3% |
| All | +1,117.7% | +273.8% | +843.9% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling