+47.7%
XLE vs CL
+29.8%
+17.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.1% |
| 7D | +5.4% | +3.2% | +2.2% | +5.7% |
| 30D | -3.9% | +8.0% | -12.0% | -3.4% |
| 3M | +7.0% | +7.9% | -0.8% | +7.5% |
| 6M | +14.2% | +14.7% | -0.5% | +15.6% |
| YTD | +48.2% | +29.2% | +19.0% | +44.7% |
| 1Y | +47.7% | +29.5% | +18.1% | +44.3% |
| All | +47.7% | +29.8% | +17.9% | +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