+218.0%
XLE vs CPB
-39.5%
+257.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | +2.2% | -8.6% | +10.8% | +3.0% |
| 30D | +11.8% | -7.2% | +19.0% | +12.4% |
| 3M | +9.8% | +0.9% | +8.9% | +9.5% |
| 6M | +15.6% | -11.8% | +27.4% | +16.7% |
| YTD | +45.3% | -19.4% | +64.7% | +48.0% |
| 1Y | +48.3% | -30.4% | +78.7% | +53.7% |
| 3Y | +55.4% | -40.2% | +95.6% | +62.4% |
| All | +218.0% | -39.5% | +257.5% | +225.9% |
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 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