+155.2%
CL vs PSX
+1,139.4%
-984.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +4.5% | -6.7% | -2.6% |
| 30D | -4.8% | +26.6% | -31.4% | -7.1% |
| 3M | +4.9% | +39.3% | -34.4% | +1.4% |
| 6M | -5.7% | +56.8% | -62.5% | -10.2% |
| YTD | +14.4% | +101.8% | -87.4% | +5.9% |
| 1Y | +8.7% | +99.6% | -90.9% | +0.7% |
| 3Y | +30.0% | +140.3% | -110.4% | +16.3% |
| 5Y | +28.4% | +339.3% | -311.0% | +4.1% |
| 10Y | +50.1% | +369.9% | -319.8% | +12.4% |
| All | +155.2% | +1,139.4% | -984.3% | +68.4% |
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