+2,384.9%
CLS vs XOP
+69.0%
+2,315.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -13.9% | -8.4% | -5.5% | -10.1% |
| 30D | -38.2% | -8.4% | -29.8% | -35.6% |
| 3M | -28.8% | +0.2% | -29.0% | -29.2% |
| 6M | -40.4% | +7.2% | -47.6% | -43.1% |
| YTD | -24.3% | +40.8% | -65.1% | -37.7% |
| 1Y | -35.0% | +36.3% | -71.3% | -45.7% |
| 3Y | +778.7% | +37.2% | +741.5% | +634.1% |
| 5Y | +1,884.8% | +86.6% | +1,798.2% | +1,281.4% |
| 10Y | +1,761.1% | +44.0% | +1,717.1% | +1,119.7% |
| All | +2,384.9% | +69.0% | +2,315.9% | +1,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling