+8.5%
XLE vs CBRS
-73.2%
+81.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +0.4% |
| 7D | -6.7% | -4.3% | -2.5% | -6.7% |
| 30D | -4.4% | -42.9% | +38.5% | -5.2% |
| 3M | +4.0% | -59.3% | +63.3% | +2.8% |
| All | +8.5% | -73.2% | +81.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling