+65.1%
XLE vs CP
+30.2%
+34.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -7.9% | +2.8% | -10.7% | -8.4% |
| 30D | -4.8% | +11.3% | -16.2% | -7.1% |
| 3M | +8.4% | +2.9% | +5.5% | +7.5% |
| 6M | +12.7% | +9.8% | +2.9% | +9.9% |
| YTD | +41.3% | +28.5% | +12.8% | +30.9% |
| 1Y | +42.3% | +33.5% | +8.8% | +30.3% |
| 3Y | +65.1% | +31.9% | +33.1% | +49.7% |
| All | +65.1% | +30.2% | +34.8% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling