+167.2%
XLE vs CLS
+1,628.1%
-1,460.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | -22.2% | +10.2% | -8.0% |
| 30D | -2.7% | -44.4% | +41.6% | +7.4% |
| 3M | +6.6% | -34.3% | +40.9% | +13.1% |
| 6M | +9.5% | -50.1% | +59.6% | +20.0% |
| YTD | +40.6% | -30.1% | +70.6% | +39.0% |
| 1Y | +43.6% | -39.3% | +82.9% | +44.7% |
| 3Y | +58.1% | +732.7% | -674.6% | -36.4% |
| 5Y | +152.2% | +1,777.2% | -1,625.0% | -29.9% |
| All | +167.2% | +1,628.1% | -1,460.9% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling