+988.3%
XLE vs CLS
+1,431.0%
-442.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | -22.2% | +10.2% | -8.4% |
| 30D | -2.7% | -44.4% | +41.6% | +6.2% |
| 3M | +6.6% | -34.3% | +40.9% | +12.4% |
| 6M | +9.5% | -50.1% | +59.6% | +18.7% |
| YTD | +40.6% | -30.1% | +70.6% | +40.6% |
| 1Y | +43.6% | -39.3% | +82.9% | +45.7% |
| 3Y | +58.1% | +732.7% | -674.6% | -9.7% |
| 5Y | +152.2% | +1,777.2% | -1,625.0% | +20.0% |
| 10Y | +172.9% | +1,645.6% | -1,472.7% | +24.2% |
| All | +988.3% | +1,431.0% | -442.6% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling