+79.6%
XOM vs CLS
+842.1%
-762.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | +2.8% | +16.3% | -13.4% | +2.9% |
| 30D | -3.6% | -25.7% | +22.0% | -3.8% |
| 3M | +8.2% | -30.9% | +39.1% | +8.0% |
| 6M | +14.0% | -35.5% | +49.5% | +13.8% |
| YTD | +44.6% | -18.7% | +63.3% | +43.7% |
| 1Y | +47.8% | -17.9% | +65.7% | +46.7% |
| 3Y | +79.6% | +838.1% | -758.5% | +61.5% |
| All | +79.6% | +842.1% | -762.6% | +61.5% |
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