+49.9%
XLE vs CB
+34.9%
+15.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -4.9% |
| 7D | -7.2% | +5.3% | -12.5% | -7.7% |
| 30D | +0.1% | +13.2% | -13.1% | -1.5% |
| 3M | +9.2% | +7.8% | +1.4% | +8.0% |
| 6M | +8.4% | +15.8% | -7.4% | +6.2% |
| YTD | +44.9% | +21.0% | +23.9% | +40.1% |
| 1Y | +49.9% | +32.2% | +17.7% | +45.3% |
| All | +49.9% | +34.9% | +15.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling