+216.5%
C vs XLB
+46.0%
+170.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -0.4% | -1.6% | +1.2% | +1.0% |
| 30D | -5.3% | +7.2% | -12.6% | -10.6% |
| 3M | -8.0% | 0.0% | -8.1% | -8.2% |
| 6M | -0.3% | +2.3% | -2.6% | -2.5% |
| YTD | +8.6% | +18.4% | -9.8% | -8.1% |
| 1Y | +25.8% | +23.3% | +2.5% | +2.3% |
| All | +216.5% | +46.0% | +170.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling