+1,914.6%
CLS vs XOP
+53.9%
+1,860.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +16.3% | +6.3% | +9.9% | +13.4% |
| 30D | -25.7% | -6.6% | -19.1% | -23.5% |
| 3M | -30.9% | +3.6% | -34.4% | -32.0% |
| 6M | -35.5% | +10.8% | -46.2% | -38.9% |
| YTD | -18.7% | +48.3% | -67.0% | -33.4% |
| 1Y | -17.9% | +42.9% | -60.8% | -31.6% |
| 3Y | +838.1% | +43.3% | +794.8% | +681.0% |
| 5Y | +1,971.9% | +94.0% | +1,877.9% | +1,381.2% |
| All | +1,914.6% | +53.9% | +1,860.7% | +1,051.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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 · 6 months rolling