+43.6%
XLE vs CPB
-19.1%
+62.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -12.0% | +8.0% | -20.0% | -11.8% |
| 30D | -2.7% | +22.4% | -25.1% | -2.6% |
| 3M | +6.6% | +2.5% | +4.1% | +7.0% |
| 6M | +9.5% | +12.2% | -2.7% | +9.7% |
| YTD | +40.6% | -12.8% | +53.4% | +42.9% |
| 1Y | +43.6% | -19.2% | +62.8% | +47.9% |
| All | +43.6% | -19.1% | +62.7% | +47.9% |
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