+163.9%
XLE vs CB
+246.2%
-82.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -7.9% | -1.5% | -6.4% | -7.1% |
| 30D | -4.8% | +6.5% | -11.3% | -8.6% |
| 3M | +8.4% | +4.1% | +4.3% | +5.4% |
| 6M | +12.7% | +14.4% | -1.7% | +2.8% |
| YTD | +41.3% | +17.5% | +23.8% | +26.1% |
| 1Y | +42.3% | +27.5% | +14.7% | +20.5% |
| 3Y | +65.1% | +71.6% | -6.5% | +12.3% |
| 5Y | +150.2% | +100.6% | +49.6% | +49.6% |
| 10Y | +163.9% | +243.0% | -79.1% | +16.5% |
| All | +163.9% | +246.2% | -82.3% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling