+54.6%
XLE vs CP
+17.1%
+37.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +11.8% | +0.2% | +11.6% | +11.6% |
| 3M | +9.8% | +2.6% | +7.3% | +9.0% |
| 6M | +15.6% | +6.0% | +9.6% | +13.5% |
| YTD | +45.3% | +24.9% | +20.3% | +35.4% |
| 1Y | +48.3% | +20.1% | +28.2% | +39.9% |
| All | +54.6% | +17.1% | +37.5% | +42.4% |
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 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