+1,024.7%
XLE vs CLS
+2,213.7%
-1,189.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +2.2% | +4.6% | -2.4% | +1.3% |
| 30D | +11.8% | -13.9% | +25.7% | +13.8% |
| 3M | +9.8% | -26.6% | +36.4% | +13.5% |
| 6M | +15.6% | +15.4% | +0.2% | +8.5% |
| YTD | +45.3% | +5.7% | +39.6% | +37.2% |
| 1Y | +48.3% | +41.1% | +7.2% | +30.4% |
| 3Y | +55.4% | +1,228.6% | -1,173.1% | -17.3% |
| 5Y | +216.1% | +3,240.6% | -3,024.5% | +37.3% |
| 10Y | +178.4% | +2,760.3% | -2,582.0% | +18.1% |
| All | +1,024.7% | +2,213.7% | -1,189.0% | +319.2% |
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