+163.9%
XLE vs CB
+246.9%
-83.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.5% |
| 7D | -6.7% | +0.7% | -7.4% | -7.2% |
| 30D | -4.4% | +8.2% | -12.6% | -9.0% |
| 3M | +4.0% | +6.3% | -2.3% | -0.1% |
| 6M | +13.2% | +16.2% | -3.0% | +2.3% |
| YTD | +41.9% | +19.3% | +22.6% | +25.5% |
| 1Y | +41.6% | +29.2% | +12.4% | +19.0% |
| 3Y | +64.0% | +71.4% | -7.5% | +11.8% |
| 5Y | +158.1% | +104.2% | +53.9% | +52.6% |
| 10Y | +163.9% | +246.7% | -82.7% | +15.1% |
| All | +163.9% | +246.9% | -83.0% | +15.1% |
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