+218.0%
XLE vs CP
+32.0%
+186.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | -2.7% | +4.9% | +3.1% |
| 30D | +11.8% | +0.2% | +11.6% | +11.5% |
| 3M | +9.8% | +2.6% | +7.3% | +8.5% |
| 6M | +15.6% | +6.0% | +9.6% | +12.4% |
| YTD | +45.3% | +24.9% | +20.3% | +32.0% |
| 1Y | +48.3% | +20.1% | +28.2% | +36.7% |
| 3Y | +55.4% | +16.4% | +39.0% | +41.9% |
| All | +218.0% | +32.0% | +186.0% | +164.1% |
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 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