+163.9%
XLE vs CP
+255.2%
-91.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.7% | +2.8% | -9.5% | -8.3% |
| 30D | -4.4% | +11.0% | -15.5% | -10.2% |
| 3M | +4.0% | +3.8% | +0.1% | +1.2% |
| 6M | +13.2% | +9.5% | +3.7% | +6.2% |
| YTD | +41.9% | +28.2% | +13.7% | +19.9% |
| 1Y | +41.6% | +33.0% | +8.7% | +17.0% |
| 3Y | +64.0% | +35.5% | +28.4% | +28.4% |
| 5Y | +158.1% | +25.8% | +132.3% | +105.0% |
| 10Y | +163.9% | +250.7% | -86.8% | +9.1% |
| All | +163.9% | +255.2% | -91.3% | +9.1% |
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