+49.9%
XLE vs CLS
-28.7%
+78.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.1% | +4.3% | -5.0% |
| 7D | -7.2% | -21.1% | +13.9% | -7.9% |
| 30D | +0.1% | -38.2% | +38.3% | -1.3% |
| 3M | +9.2% | -36.3% | +45.5% | +8.0% |
| 6M | +8.4% | -43.8% | +52.2% | +7.4% |
| YTD | +44.9% | -20.0% | +64.9% | +44.9% |
| 1Y | +49.9% | -29.6% | +79.5% | +50.3% |
| All | +49.9% | -28.7% | +78.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling