+163.9%
XLE vs CL
+78.1%
+85.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.7% | +2.6% | -9.3% | -7.4% |
| 30D | -4.4% | +11.8% | -16.2% | -7.4% |
| 3M | +4.0% | +5.9% | -1.9% | +2.2% |
| 6M | +13.2% | +13.3% | -0.2% | +8.8% |
| YTD | +41.9% | +27.1% | +14.8% | +31.0% |
| 1Y | +41.6% | +28.0% | +13.6% | +30.4% |
| 3Y | +64.0% | +39.4% | +24.6% | +42.9% |
| 5Y | +158.1% | +40.8% | +117.3% | +120.3% |
| 10Y | +163.9% | +84.9% | +79.1% | +103.1% |
| All | +163.9% | +78.1% | +85.9% | +103.1% |
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