+988.5%
XLE vs CP
+7,113.5%
-6,125.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -10.3% | +6.1% | -16.4% | -13.0% |
| 30D | -3.3% | +9.8% | -13.1% | -7.8% |
| 3M | +8.2% | +2.7% | +5.4% | +6.2% |
| 6M | +5.0% | +12.8% | -7.7% | -2.0% |
| YTD | +40.6% | +28.2% | +12.4% | +22.3% |
| 1Y | +45.0% | +34.1% | +10.9% | +23.2% |
| 3Y | +56.3% | +28.9% | +27.5% | +32.3% |
| 5Y | +152.2% | +27.1% | +125.2% | +111.0% |
| 10Y | +173.0% | +264.8% | -91.8% | +37.8% |
| All | +988.5% | +7,113.5% | -6,125.0% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling