+39.9%
CL vs PSX
+274.8%
-235.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.2% |
| 7D | +1.3% | -13.1% | +14.5% | +1.3% |
| 30D | +11.4% | -9.5% | +20.9% | +11.4% |
| 3M | +4.4% | +20.2% | -15.8% | +4.5% |
| 6M | +10.8% | +44.9% | -34.1% | +10.8% |
| YTD | +25.1% | +94.4% | -69.3% | +24.5% |
| 1Y | +28.0% | +83.1% | -55.1% | +27.4% |
| 3Y | +37.6% | +132.2% | -94.5% | +36.0% |
| All | +39.9% | +274.8% | -235.0% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling