+1,024.7%
XLE vs CP
+6,932.0%
-5,907.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | -2.7% | +4.9% | +3.4% |
| 30D | +11.8% | +0.2% | +11.6% | +11.4% |
| 3M | +9.8% | +2.6% | +7.3% | +8.0% |
| 6M | +15.6% | +6.0% | +9.6% | +11.0% |
| YTD | +45.3% | +24.9% | +20.3% | +28.3% |
| 1Y | +48.3% | +20.1% | +28.2% | +33.2% |
| 3Y | +55.4% | +16.4% | +39.0% | +38.6% |
| 5Y | +216.1% | +31.7% | +184.4% | +160.1% |
| 10Y | +178.4% | +223.9% | -45.5% | +48.9% |
| All | +1,024.7% | +6,932.0% | -5,907.2% | +86.7% |
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