+166.9%
XLE vs CP
+25.5%
+141.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.4% | +2.1% | +3.3% | +4.7% |
| 30D | -3.9% | +9.3% | -13.3% | -6.9% |
| 3M | +7.0% | +0.5% | +6.6% | +6.6% |
| 6M | +14.2% | +10.4% | +3.8% | +9.7% |
| YTD | +48.2% | +28.7% | +19.5% | +33.2% |
| 1Y | +47.7% | +33.2% | +14.5% | +30.9% |
| 3Y | +70.0% | +38.4% | +31.6% | +43.6% |
| All | +166.9% | +25.5% | +141.4% | +128.9% |
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