+152.2%
XLE vs CL
+43.3%
+108.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -10.3% | +5.9% | -16.2% | -10.5% |
| 30D | -3.3% | +13.8% | -17.1% | -3.9% |
| 3M | +8.2% | +6.4% | +1.8% | +7.8% |
| 6M | +5.0% | +15.6% | -10.6% | +4.2% |
| YTD | +40.6% | +27.9% | +12.7% | +38.0% |
| 1Y | +45.0% | +31.4% | +13.6% | +42.0% |
| 3Y | +56.3% | +41.4% | +14.9% | +50.0% |
| 5Y | +152.2% | +42.8% | +109.4% | +132.8% |
| All | +152.2% | +43.3% | +108.9% | +132.8% |
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