+113.6%
C vs XLB
+28.0%
+85.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.2% | +0.5% | +3.6% | +3.7% |
| 30D | +2.0% | +5.2% | -3.2% | -2.4% |
| 3M | -10.1% | +0.3% | -10.4% | -10.5% |
| 6M | +1.0% | +1.2% | -0.2% | -0.6% |
| YTD | +8.5% | +16.6% | -8.2% | -6.8% |
| 1Y | +25.7% | +21.4% | +4.3% | +4.1% |
| 3Y | +216.0% | +43.2% | +172.8% | +125.6% |
| All | +113.6% | +28.0% | +85.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling