+179.2%
XLE vs CP
+257.3%
-78.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.4% | +2.1% | +3.3% | +4.2% |
| 30D | -3.9% | +9.3% | -13.3% | -8.9% |
| 3M | +7.0% | +0.5% | +6.6% | +6.1% |
| 6M | +14.2% | +10.4% | +3.8% | +6.7% |
| YTD | +48.2% | +28.7% | +19.5% | +25.0% |
| 1Y | +47.7% | +33.2% | +14.5% | +21.9% |
| 3Y | +70.0% | +38.4% | +31.6% | +31.3% |
| 5Y | +169.1% | +26.2% | +143.0% | +113.5% |
| All | +179.2% | +257.3% | -78.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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