+52.6%
XOM vs CLS
-28.7%
+81.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.1% | +4.4% | -5.1% |
| 7D | -7.0% | -21.1% | +14.1% | -8.3% |
| 30D | +3.2% | -38.2% | +41.4% | +0.6% |
| 3M | +10.7% | -36.3% | +47.0% | +8.5% |
| 6M | +11.6% | -43.8% | +55.4% | +9.4% |
| YTD | +43.5% | -20.0% | +63.5% | +43.6% |
| 1Y | +52.6% | -29.6% | +82.2% | +52.7% |
| All | +52.6% | -28.7% | +81.3% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling