+191.6%
XOM vs CLS
+2,968.1%
-2,776.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | +1.9% | +5.0% | -3.1% | +1.2% |
| 30D | +4.1% | +4.8% | -0.7% | +3.0% |
| 3M | +10.4% | -10.4% | +20.8% | +10.5% |
| 6M | +13.0% | +20.8% | -7.8% | +6.2% |
| YTD | +40.1% | +10.0% | +30.0% | +32.2% |
| 1Y | +51.1% | +28.5% | +22.6% | +36.2% |
| 3Y | +57.7% | +1,292.2% | -1,234.5% | -26.2% |
| 5Y | +264.7% | +3,616.8% | -3,352.1% | +20.8% |
| All | +191.6% | +2,968.1% | -2,776.5% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling