+176.5%
XLE vs CB
+246.5%
-70.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +4.4% | 0.0% | +4.3% | +4.3% |
| 30D | -4.3% | +7.4% | -11.7% | -8.5% |
| 3M | +6.0% | +8.6% | -2.6% | +0.6% |
| 6M | +13.2% | +16.1% | -2.9% | +2.4% |
| YTD | +46.7% | +20.2% | +26.5% | +29.2% |
| 1Y | +46.6% | +27.2% | +19.4% | +24.5% |
| 3Y | +69.6% | +72.7% | -3.1% | +15.1% |
| 5Y | +166.5% | +105.9% | +60.6% | +56.8% |
| All | +176.5% | +246.5% | -70.1% | +19.6% |
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