+53.4%
CL vs PSX
+371.8%
-318.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -1.4% | +2.8% | -4.2% | -1.6% |
| 30D | -5.2% | +27.8% | -33.0% | -7.0% |
| 3M | +3.3% | +42.0% | -38.7% | +0.5% |
| 6M | -4.4% | +58.1% | -62.5% | -7.9% |
| YTD | +13.9% | +105.0% | -91.1% | +7.2% |
| 1Y | +7.6% | +104.9% | -97.3% | +1.2% |
| 3Y | +29.6% | +134.1% | -104.5% | +19.1% |
| 5Y | +28.1% | +363.8% | -335.8% | +7.3% |
| 10Y | +53.4% | +370.1% | -316.7% | +16.3% |
| All | +53.4% | +371.8% | -318.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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