-15.5%
CLS vs XE
-50.4%
+34.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.7% | +12.3% | +8.3% |
| 7D | +10.9% | -15.7% | +26.6% | +16.2% |
| 30D | +2.1% | -26.6% | +28.7% | +11.2% |
| 3M | -10.2% | -20.3% | +10.1% | -9.2% |
| All | -15.5% | -50.4% | +34.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · Available span rolling