+178.5%
XLE vs CNC
+92.8%
+85.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.3% | -4.9% | +5.2% | +1.3% |
| 30D | +8.5% | -3.8% | +12.3% | +9.2% |
| 3M | +14.6% | -3.2% | +17.9% | +14.9% |
| 6M | +17.6% | +47.9% | -30.3% | +7.2% |
| YTD | +48.1% | +55.7% | -7.6% | +33.0% |
| 1Y | +53.8% | +106.2% | -52.5% | +28.8% |
| 3Y | +56.2% | -2.1% | +58.3% | +46.5% |
| 5Y | +227.7% | +3.4% | +224.3% | +191.9% |
| All | +178.5% | +92.8% | +85.7% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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