+53.4%
XOM vs CLS
+1,316.2%
-1,262.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +0.8% |
| 7D | -2.4% | +12.8% | -15.1% | -2.3% |
| 30D | +5.7% | +3.8% | +1.8% | +5.7% |
| 3M | +6.6% | -14.6% | +21.2% | +6.6% |
| 6M | +7.7% | +32.2% | -24.6% | +7.1% |
| YTD | +36.2% | +11.6% | +24.6% | +35.7% |
| 1Y | +50.5% | +35.1% | +15.4% | +48.7% |
| 3Y | +53.4% | +1,312.5% | -1,259.2% | +41.9% |
| All | +53.4% | +1,316.2% | -1,262.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling