+166.5%
XLE vs CNC
-7.2%
+173.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +4.4% | -5.3% | +9.6% | +4.7% |
| 30D | -4.3% | +2.0% | -6.3% | -4.5% |
| 3M | +6.0% | +4.8% | +1.3% | +5.6% |
| 6M | +13.2% | +18.5% | -5.3% | +11.6% |
| YTD | +46.7% | +70.8% | -24.0% | +40.5% |
| 1Y | +46.6% | +94.1% | -47.5% | +39.0% |
| 3Y | +69.6% | -2.2% | +71.8% | +69.1% |
| 5Y | +166.5% | -7.4% | +173.9% | +156.2% |
| All | +166.5% | -7.2% | +173.8% | +156.2% |
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