+150.2%
XLE vs CP
+27.1%
+123.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -7.9% | +2.8% | -10.7% | -8.8% |
| 30D | -4.8% | +11.3% | -16.2% | -8.3% |
| 3M | +8.4% | +2.9% | +5.5% | +7.0% |
| 6M | +12.7% | +9.8% | +2.9% | +8.4% |
| YTD | +41.3% | +28.5% | +12.8% | +27.0% |
| 1Y | +42.3% | +33.5% | +8.8% | +25.9% |
| 3Y | +65.1% | +31.9% | +33.1% | +42.6% |
| 5Y | +150.2% | +25.5% | +124.7% | +117.6% |
| All | +150.2% | +27.1% | +123.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling