+166.9%
XLE vs CLS
+1,955.9%
-1,789.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.4% |
| 7D | +5.4% | +16.3% | -10.9% | +4.1% |
| 30D | -3.9% | -25.7% | +21.7% | -2.1% |
| 3M | +7.0% | -30.9% | +37.9% | +9.4% |
| 6M | +14.2% | -35.5% | +49.7% | +16.3% |
| YTD | +48.2% | -18.7% | +66.9% | +45.3% |
| 1Y | +47.7% | -17.9% | +65.6% | +43.8% |
| 3Y | +70.0% | +838.1% | -768.1% | +1.1% |
| All | +166.9% | +1,955.9% | -1,789.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling