+998.7%
XLE vs CPB
-2.8%
+1,001.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -6.7% | +2.9% | -9.6% | -7.4% |
| 30D | -4.4% | +17.6% | -22.0% | -8.2% |
| 3M | +4.0% | +2.0% | +1.9% | +3.0% |
| 6M | +13.2% | +11.6% | +1.5% | +9.2% |
| YTD | +41.9% | -13.8% | +55.7% | +44.8% |
| 1Y | +41.6% | -21.6% | +63.2% | +47.7% |
| 3Y | +64.0% | -35.8% | +99.8% | +76.5% |
| 5Y | +158.1% | -33.3% | +191.4% | +171.2% |
| 10Y | +163.9% | -39.4% | +203.4% | +171.9% |
| All | +998.7% | -2.8% | +1,001.6% | +790.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling