+988.3%
XLE vs CLX
+281.8%
+706.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -12.0% | +13.6% | -25.6% | -14.0% |
| 30D | -2.7% | +23.4% | -26.1% | -6.4% |
| 3M | +6.6% | -2.8% | +9.4% | +6.8% |
| 6M | +9.5% | +14.0% | -4.5% | +6.2% |
| YTD | +40.6% | +4.2% | +36.4% | +37.9% |
| 1Y | +43.6% | -1.2% | +44.8% | +42.3% |
| 3Y | +58.1% | -12.7% | +70.8% | +58.7% |
| 5Y | +152.2% | -26.5% | +178.7% | +156.9% |
| 10Y | +172.9% | +20.2% | +152.7% | +132.8% |
| All | +988.3% | +281.8% | +706.6% | +579.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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