+1,753.0%
CLS vs XOP
+43.8%
+1,709.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.6% | +7.8% |
| 7D | -10.6% | -10.0% | -0.5% | -6.3% |
| 30D | -38.4% | -9.1% | -29.4% | -36.0% |
| 3M | -29.9% | +5.1% | -34.9% | -31.6% |
| 6M | -40.6% | +6.4% | -47.0% | -42.9% |
| YTD | -24.6% | +39.7% | -64.3% | -36.8% |
| 1Y | -30.8% | +37.2% | -68.0% | -41.5% |
| 3Y | +811.7% | +37.6% | +774.1% | +671.6% |
| 5Y | +1,838.4% | +76.5% | +1,761.9% | +1,338.9% |
| All | +1,753.0% | +43.8% | +1,709.2% | +984.1% |
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