+179.2%
CL vs PSX
+1,093.9%
-914.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +1.3% | -13.1% | +14.5% | +2.7% |
| 30D | +11.4% | -9.5% | +20.9% | +12.3% |
| 3M | +4.4% | +20.2% | -15.8% | +2.4% |
| 6M | +10.8% | +44.9% | -34.1% | +6.4% |
| YTD | +25.1% | +94.4% | -69.3% | +16.1% |
| 1Y | +28.0% | +83.1% | -55.1% | +19.5% |
| 3Y | +37.6% | +132.2% | -94.5% | +23.5% |
| 5Y | +39.7% | +278.8% | -239.1% | +15.7% |
| 10Y | +75.8% | +354.2% | -278.4% | +31.8% |
| All | +179.2% | +1,093.9% | -914.7% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling