+47.8%
XOM vs CLS
-26.6%
+74.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.3% |
| 7D | +2.8% | +16.3% | -13.4% | +3.6% |
| 30D | -3.6% | -25.7% | +22.0% | -5.0% |
| 3M | +8.2% | -30.9% | +39.1% | +6.6% |
| 6M | +14.0% | -35.5% | +49.5% | +12.7% |
| YTD | +44.6% | -18.7% | +63.3% | +44.6% |
| 1Y | +47.8% | -17.9% | +65.7% | +47.8% |
| All | +47.8% | -26.6% | +74.4% | +47.8% |
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