+265.0%
C vs XLB
+32.8%
+232.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +3.6% | -1.4% | +5.0% | +4.8% |
| 30D | +0.1% | -0.4% | +0.4% | +0.3% |
| 3M | +2.4% | +2.0% | +0.5% | +0.4% |
| 6M | +24.9% | +1.8% | +23.1% | +22.3% |
| YTD | +19.8% | +16.6% | +3.2% | +2.7% |
| 1Y | +44.9% | +16.9% | +27.9% | +23.6% |
| All | +265.0% | +32.8% | +232.2% | +172.1% |
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