+76.3%
CL vs PSX
+363.6%
-287.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.2% |
| 7D | +0.5% | -8.0% | +8.5% | +1.1% |
| 30D | +11.6% | -9.0% | +20.6% | +12.3% |
| 3M | +5.6% | +24.7% | -19.1% | +3.8% |
| 6M | +13.2% | +49.3% | -36.2% | +9.5% |
| YTD | +26.9% | +100.2% | -73.3% | +19.6% |
| 1Y | +27.3% | +88.8% | -61.5% | +20.5% |
| 3Y | +39.7% | +152.5% | -112.8% | +27.5% |
| 5Y | +41.3% | +283.2% | -241.9% | +21.6% |
| 10Y | +76.3% | +345.8% | -269.5% | +38.0% |
| All | +76.3% | +363.6% | -287.3% | +38.0% |
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