+54.9%
XLE vs CAH
+184.7%
-129.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +12.6% | +1.7% | +10.9% | +12.5% |
| 3M | +11.8% | +17.9% | -6.0% | +10.6% |
| 6M | +16.1% | +10.9% | +5.1% | +15.2% |
| YTD | +46.9% | +17.9% | +29.0% | +44.8% |
| 1Y | +53.3% | +61.7% | -8.4% | +45.1% |
| 3Y | +54.9% | +183.7% | -128.8% | +47.0% |
| All | +54.9% | +184.7% | -129.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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