+167.2%
XLE vs CPB
-37.5%
+204.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -12.0% | +8.0% | -20.0% | -12.6% |
| 30D | -2.7% | +22.4% | -25.1% | -4.6% |
| 3M | +6.6% | +3.8% | +2.7% | +6.0% |
| 6M | +9.5% | +13.7% | -4.1% | +7.8% |
| YTD | +40.6% | -11.7% | +52.3% | +41.8% |
| 1Y | +43.6% | -18.1% | +61.7% | +46.0% |
| 3Y | +58.1% | -34.7% | +92.8% | +63.7% |
| 5Y | +152.2% | -30.6% | +182.7% | +158.1% |
| All | +167.2% | -37.5% | +204.7% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling