+54.6%
XLE vs CPB
-40.0%
+94.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +2.2% | -8.6% | +10.8% | +2.7% |
| 30D | +11.8% | -7.2% | +19.0% | +12.2% |
| 3M | +9.8% | +0.9% | +8.9% | +9.6% |
| 6M | +15.6% | -11.8% | +27.4% | +16.4% |
| YTD | +45.3% | -19.4% | +64.7% | +47.4% |
| 1Y | +48.3% | -30.4% | +78.7% | +52.6% |
| All | +54.6% | -40.0% | +94.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling