+927.0%
XLE vs CNC
+5,893.3%
-4,966.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +5.4% | +2.2% | +3.2% | +5.0% |
| 30D | -3.9% | +1.6% | -5.5% | -4.5% |
| 3M | +7.0% | +7.9% | -0.9% | +5.1% |
| 6M | +14.2% | +21.2% | -7.0% | +9.4% |
| YTD | +48.2% | +73.2% | -25.0% | +31.8% |
| 1Y | +47.7% | +97.5% | -49.8% | +28.1% |
| 3Y | +70.0% | -1.2% | +71.2% | +59.6% |
| 5Y | +169.1% | -6.1% | +175.2% | +151.9% |
| 10Y | +180.7% | +181.3% | -0.5% | +112.3% |
| All | +927.0% | +5,893.3% | -4,966.3% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling