+3,366.7%
CLS vs XOP
+82.9%
+3,283.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | +4.6% | +2.6% | +2.0% | +3.3% |
| 30D | -13.9% | +15.4% | -29.3% | -19.8% |
| 3M | -26.6% | +12.1% | -38.6% | -31.0% |
| 6M | +15.4% | +19.7% | -4.3% | +3.6% |
| YTD | +5.7% | +52.4% | -46.7% | -16.0% |
| 1Y | +41.1% | +47.6% | -6.4% | +13.5% |
| 3Y | +1,228.6% | +34.4% | +1,194.2% | +1,020.2% |
| 5Y | +3,240.6% | +154.4% | +3,086.3% | +1,914.5% |
| 10Y | +2,760.3% | +54.7% | +2,705.7% | +1,709.2% |
| All | +3,366.7% | +82.9% | +3,283.8% | +1,440.4% |
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