+225.0%
XLE vs CNC
+3.1%
+221.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | +12.6% | -1.8% | +14.5% | +12.8% |
| 3M | +11.8% | -0.7% | +12.5% | +11.7% |
| 6M | +16.1% | +47.9% | -31.9% | +12.4% |
| YTD | +46.9% | +56.9% | -10.1% | +41.4% |
| 1Y | +53.3% | +123.9% | -70.7% | +42.9% |
| 3Y | +54.9% | -1.3% | +56.2% | +52.2% |
| All | +225.0% | +3.1% | +221.9% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling