+162.6%
XLE vs CPB
-33.6%
+196.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | -4.0% | +16.9% | -20.9% | -5.2% |
| 3M | +4.6% | -0.6% | +5.2% | +4.6% |
| 6M | +12.3% | +11.4% | +0.9% | +11.0% |
| YTD | +44.5% | -14.8% | +59.4% | +46.4% |
| 1Y | +42.4% | -24.8% | +67.2% | +46.2% |
| 3Y | +67.0% | -36.6% | +103.6% | +73.3% |
| All | +162.6% | -33.6% | +196.2% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling