+49.9%
XLE vs CPB
-18.4%
+68.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.9% | -10.7% | -4.5% |
| 7D | -7.2% | +13.0% | -20.2% | -7.0% |
| 30D | +0.1% | +20.5% | -20.4% | +0.3% |
| 3M | +9.2% | +2.2% | +7.0% | +9.6% |
| 6M | +8.4% | +15.4% | -7.0% | +8.5% |
| YTD | +44.9% | -12.3% | +57.2% | +47.3% |
| 1Y | +49.9% | -18.0% | +67.8% | +53.8% |
| All | +49.9% | -18.4% | +68.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling