+170.7%
XLE vs CLS
+2,932.8%
-2,762.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | 0.0% |
| 7D | 0.0% | +12.8% | -12.8% | -2.5% |
| 30D | +12.6% | +3.8% | +8.8% | +11.2% |
| 3M | +11.8% | -14.6% | +26.5% | +13.0% |
| 6M | +16.1% | +32.2% | -16.2% | +4.0% |
| YTD | +46.9% | +11.6% | +35.2% | +34.8% |
| 1Y | +53.3% | +35.1% | +18.2% | +30.7% |
| 3Y | +54.9% | +1,312.5% | -1,257.6% | -43.7% |
| 5Y | +225.7% | +3,542.1% | -3,316.4% | -22.5% |
| 10Y | +170.7% | +2,944.0% | -2,773.3% | -47.5% |
| All | +170.7% | +2,932.8% | -2,762.1% | -47.5% |
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