+174.3%
XLE vs CL
+50.5%
+123.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | +11.8% | -4.8% | +16.6% | +13.2% |
| 3M | +9.8% | +4.9% | +4.9% | +8.0% |
| 6M | +15.6% | -5.7% | +21.3% | +16.9% |
| YTD | +45.3% | +14.4% | +30.9% | +38.2% |
| 1Y | +48.3% | +8.7% | +39.6% | +43.1% |
| 3Y | +55.4% | +30.0% | +25.5% | +37.7% |
| 5Y | +216.1% | +28.4% | +187.7% | +176.5% |
| All | +174.3% | +50.5% | +123.8% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling