+1,024.7%
XLE vs CB
+2,127.6%
-1,102.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +11.8% | -3.1% | +14.9% | +13.0% |
| 3M | +9.8% | +9.0% | +0.9% | +6.0% |
| 6M | +15.6% | +2.9% | +12.7% | +13.8% |
| YTD | +45.3% | +10.1% | +35.1% | +39.2% |
| 1Y | +48.3% | +22.8% | +25.5% | +36.2% |
| 3Y | +55.4% | +73.8% | -18.4% | +24.1% |
| 5Y | +216.1% | +99.2% | +116.9% | +138.7% |
| 10Y | +178.4% | +218.2% | -39.8% | +78.5% |
| All | +1,024.7% | +2,127.6% | -1,102.9% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling