+969.4%
XOM vs CLS
+3,265.4%
-2,296.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +1.8% | +4.6% | -2.8% | +1.1% |
| 30D | +5.9% | -13.9% | +19.7% | +7.2% |
| 3M | +5.6% | -26.6% | +32.1% | +8.1% |
| 6M | +7.9% | +15.4% | -7.6% | +3.2% |
| YTD | +35.2% | +5.7% | +29.5% | +29.9% |
| 1Y | +46.0% | +41.1% | +4.9% | +33.3% |
| 3Y | +55.0% | +1,228.6% | -1,173.6% | -1.7% |
| 5Y | +246.3% | +3,240.6% | -2,994.3% | +89.1% |
| 10Y | +181.0% | +2,760.3% | -2,579.4% | +49.6% |
| All | +969.4% | +3,265.4% | -2,296.0% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling