+988.3%
XLE vs CPB
-1.7%
+990.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -12.0% | +8.0% | -20.0% | -13.6% |
| 30D | -2.7% | +22.4% | -25.1% | -7.4% |
| 3M | +6.6% | +2.5% | +4.1% | +5.4% |
| 6M | +9.5% | +12.2% | -2.7% | +5.5% |
| YTD | +40.6% | -12.8% | +53.4% | +43.1% |
| 1Y | +43.6% | -19.2% | +62.8% | +48.7% |
| 3Y | +58.1% | -35.6% | +93.6% | +70.1% |
| 5Y | +152.2% | -31.4% | +183.6% | +163.1% |
| 10Y | +172.9% | -37.9% | +210.9% | +179.2% |
| All | +988.3% | -1.7% | +990.1% | +779.9% |
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 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