+152.2%
XLE vs C
+106.8%
+45.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.1% | -1.4% |
| 7D | -10.3% | -5.3% | -5.0% | -8.8% |
| 30D | -3.3% | -7.3% | +4.0% | -1.2% |
| 3M | +8.2% | -13.5% | +21.6% | +12.8% |
| 6M | +5.0% | -6.5% | +11.5% | +6.0% |
| YTD | +40.6% | +3.6% | +37.0% | +35.0% |
| 1Y | +45.0% | +18.9% | +26.1% | +31.3% |
| 3Y | +56.3% | +205.0% | -148.6% | -9.9% |
| 5Y | +152.2% | +109.4% | +42.9% | +73.4% |
| All | +152.2% | +106.8% | +45.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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