+988.5%
XLE vs C
-8.3%
+996.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.1% | -1.5% |
| 7D | -10.3% | -5.3% | -5.0% | -8.9% |
| 30D | -3.3% | -7.3% | +4.0% | -1.3% |
| 3M | +8.2% | -13.5% | +21.6% | +12.4% |
| 6M | +5.0% | -6.5% | +11.5% | +6.1% |
| YTD | +40.6% | +3.6% | +37.0% | +36.5% |
| 1Y | +45.0% | +18.9% | +26.1% | +34.9% |
| 3Y | +56.3% | +205.0% | -148.6% | +8.1% |
| 5Y | +152.2% | +109.4% | +42.9% | +93.2% |
| 10Y | +173.0% | +232.9% | -59.9% | +86.1% |
| All | +988.5% | -8.3% | +996.8% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling