+40.7%
CL vs PSX
+157.7%
-117.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.8% |
| 7D | +3.2% | +7.8% | -4.6% | +3.3% |
| 30D | +8.0% | -10.9% | +18.9% | +8.0% |
| 3M | +7.9% | +14.5% | -6.6% | +8.0% |
| 6M | +14.7% | +56.1% | -41.4% | +15.2% |
| YTD | +29.2% | +109.6% | -80.4% | +28.6% |
| 1Y | +29.5% | +95.5% | -66.0% | +29.1% |
| 3Y | +40.7% | +156.2% | -115.5% | +37.5% |
| All | +40.7% | +157.7% | -117.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling