+149.9%
XLE vs CP
+24.4%
+125.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -12.0% | +2.8% | -14.8% | -12.9% |
| 30D | -2.7% | +10.2% | -13.0% | -6.0% |
| 3M | +6.6% | +2.4% | +4.2% | +5.4% |
| 6M | +9.5% | +7.7% | +1.9% | +6.0% |
| YTD | +40.6% | +26.0% | +14.6% | +27.2% |
| 1Y | +43.6% | +34.6% | +9.0% | +26.5% |
| 3Y | +58.1% | +26.7% | +31.4% | +38.8% |
| All | +149.9% | +24.4% | +125.6% | +117.0% |
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