+49.9%
XLE vs CL
+33.4%
+16.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.0% | -4.5% |
| 7D | -7.2% | +7.7% | -14.9% | -6.7% |
| 30D | +0.1% | +15.2% | -15.1% | +0.9% |
| 3M | +9.2% | +7.3% | +1.8% | +9.6% |
| 6M | +8.4% | +17.0% | -8.6% | +9.4% |
| YTD | +44.9% | +28.0% | +16.9% | +40.4% |
| 1Y | +49.9% | +32.1% | +17.8% | +44.3% |
| All | +49.9% | +33.4% | +16.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling