+163.9%
XLE vs CLS
+1,765.4%
-1,601.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.9% | -7.3% | -0.9% |
| 7D | -7.9% | -10.6% | +2.7% | -6.2% |
| 30D | -4.8% | -38.4% | +33.6% | +3.2% |
| 3M | +8.4% | -29.9% | +38.2% | +13.6% |
| 6M | +12.7% | -40.6% | +53.3% | +19.2% |
| YTD | +41.3% | -24.6% | +65.9% | +37.7% |
| 1Y | +42.3% | -30.8% | +73.1% | +39.4% |
| 3Y | +65.1% | +811.7% | -746.7% | -34.9% |
| 5Y | +150.2% | +1,838.4% | -1,688.2% | -30.2% |
| 10Y | +163.9% | +1,751.5% | -1,587.6% | -46.5% |
| All | +163.9% | +1,765.4% | -1,601.5% | -46.5% |
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