+1,024.7%
XLE vs CAH
+1,066.8%
-42.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | +5.4% | -3.2% | +0.5% |
| 30D | +11.8% | +3.3% | +8.5% | +10.5% |
| 3M | +9.8% | +22.8% | -13.0% | +2.3% |
| 6M | +15.6% | +11.3% | +4.3% | +10.8% |
| YTD | +45.3% | +21.1% | +24.1% | +34.8% |
| 1Y | +48.3% | +67.2% | -18.9% | +22.5% |
| 3Y | +55.4% | +195.6% | -140.2% | +3.9% |
| 5Y | +216.1% | +413.8% | -197.7% | +72.7% |
| 10Y | +178.4% | +309.6% | -131.2% | +55.4% |
| All | +1,024.7% | +1,066.8% | -42.1% | +328.5% |
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