+27.8%
CL vs PSX
+89.2%
-61.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.5% |
| 7D | +0.5% | -8.0% | +8.5% | +0.1% |
| 30D | +11.6% | -9.0% | +20.6% | +11.2% |
| 3M | +5.6% | +24.7% | -19.1% | +7.4% |
| 6M | +13.2% | +49.3% | -36.2% | +16.5% |
| YTD | +26.9% | +100.2% | -73.3% | +26.0% |
| All | +27.8% | +89.2% | -61.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling