+41.6%
XLE vs CPB
-21.8%
+63.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -6.7% | +2.9% | -9.6% | -6.6% |
| 30D | -4.4% | +17.6% | -22.0% | -4.3% |
| 3M | +4.0% | +2.0% | +1.9% | +4.3% |
| 6M | +13.2% | +11.6% | +1.5% | +13.3% |
| YTD | +41.9% | -13.8% | +55.7% | +43.7% |
| 1Y | +41.6% | -21.6% | +63.2% | +45.5% |
| All | +41.6% | -21.8% | +63.4% | +45.5% |
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