+174.3%
XLE vs CP
+220.9%
-46.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +2.2% | -2.7% | +4.9% | +3.6% |
| 30D | +11.8% | +0.2% | +11.6% | +11.4% |
| 3M | +9.8% | +2.6% | +7.3% | +7.7% |
| 6M | +15.6% | +6.0% | +9.6% | +10.2% |
| YTD | +45.3% | +24.9% | +20.3% | +25.1% |
| 1Y | +48.3% | +20.1% | +28.2% | +30.3% |
| 3Y | +55.4% | +16.4% | +39.0% | +34.5% |
| 5Y | +216.1% | +31.7% | +184.4% | +142.1% |
| All | +174.3% | +220.9% | -46.6% | +19.3% |
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