+994.0%
XLE vs CAH
+1,197.8%
-203.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -7.9% | +7.8% | -15.7% | -10.2% |
| 30D | -4.8% | +15.5% | -20.3% | -9.3% |
| 3M | +8.4% | +16.3% | -7.9% | +2.8% |
| 6M | +12.7% | +50.0% | -37.4% | -2.0% |
| YTD | +41.3% | +34.7% | +6.5% | +26.3% |
| 1Y | +42.3% | +35.9% | +6.3% | +26.7% |
| 3Y | +65.1% | +178.5% | -113.4% | +12.8% |
| 5Y | +150.2% | +515.7% | -365.5% | +28.4% |
| 10Y | +163.9% | +421.5% | -257.6% | +36.5% |
| All | +994.0% | +1,197.8% | -203.8% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling