+68.4%
XLE vs CLS
+895.8%
-827.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +1.3% |
| 7D | +4.4% | +23.5% | -19.2% | +3.5% |
| 30D | -4.3% | -28.9% | +24.7% | -3.3% |
| 3M | +6.0% | -25.2% | +31.2% | +6.8% |
| 6M | +13.2% | -32.1% | +45.3% | +14.1% |
| YTD | +46.7% | -14.1% | +60.8% | +44.5% |
| 1Y | +46.6% | -24.1% | +70.7% | +45.3% |
| All | +68.4% | +895.8% | -827.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling