+166.9%
XLE vs CL
+43.4%
+123.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +5.4% | +3.2% | +2.2% | +5.3% |
| 30D | -3.9% | +8.0% | -12.0% | -4.3% |
| 3M | +7.0% | +7.9% | -0.8% | +6.6% |
| 6M | +14.2% | +14.7% | -0.5% | +13.4% |
| YTD | +48.2% | +29.2% | +19.0% | +45.3% |
| 1Y | +47.7% | +29.5% | +18.1% | +44.8% |
| 3Y | +70.0% | +40.7% | +29.3% | +63.3% |
| All | +166.9% | +43.4% | +123.5% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling