+3,038.3%
CLS vs XOP
+52.9%
+2,985.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +20.1% | +1.0% | +19.1% | +19.6% |
| 30D | +6.0% | +10.8% | -4.8% | +1.5% |
| 3M | -10.3% | +19.5% | -29.7% | -17.5% |
| 6M | +24.5% | +21.6% | +2.9% | +12.4% |
| YTD | +12.9% | +55.8% | -43.0% | -9.3% |
| 1Y | +36.7% | +54.6% | -18.0% | +10.0% |
| 3Y | +1,328.1% | +36.6% | +1,291.4% | +1,112.0% |
| 5Y | +3,682.3% | +160.6% | +3,521.7% | +2,311.4% |
| 10Y | +3,038.3% | +56.2% | +2,982.0% | +1,672.5% |
| All | +3,038.3% | +52.9% | +2,985.4% | +1,672.5% |
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