+149.9%
XLE vs CPB
-31.3%
+181.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -12.0% | +8.0% | -20.0% | -12.5% |
| 30D | -2.7% | +22.4% | -25.1% | -4.2% |
| 3M | +6.6% | +2.5% | +4.1% | +6.4% |
| 6M | +9.5% | +12.2% | -2.7% | +8.3% |
| YTD | +40.6% | -12.8% | +53.4% | +42.2% |
| 1Y | +43.6% | -19.2% | +62.8% | +46.5% |
| 3Y | +58.1% | -35.6% | +93.6% | +64.0% |
| All | +149.9% | -31.3% | +181.3% | +147.4% |
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