+54.6%
XLE vs CL
+30.5%
+24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +2.2% | -2.2% | +4.4% | +2.2% |
| 30D | +11.8% | -4.8% | +16.6% | +11.8% |
| 3M | +9.8% | +4.9% | +4.9% | +9.8% |
| 6M | +15.6% | -5.7% | +21.3% | +16.3% |
| YTD | +45.3% | +14.4% | +30.9% | +44.2% |
| 1Y | +48.3% | +8.7% | +39.6% | +47.5% |
| All | +54.6% | +30.5% | +24.2% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling