+183.3%
CL vs PSX
+1,156.9%
-973.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +9.5% | -8.1% | +17.6% | +10.3% |
| 3M | +6.8% | +15.9% | -9.1% | +5.1% |
| 6M | +14.3% | +49.4% | -35.1% | +9.5% |
| YTD | +27.0% | +104.7% | -77.7% | +17.3% |
| 1Y | +26.3% | +89.1% | -62.8% | +17.5% |
| 3Y | +39.3% | +151.7% | -112.5% | +23.9% |
| 5Y | +41.5% | +298.3% | -256.8% | +16.6% |
| 10Y | +84.1% | +357.1% | -273.0% | +38.6% |
| All | +183.3% | +1,156.9% | -973.6% | +86.5% |
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 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