-6.7%
C vs XLB
+818.2%
-824.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | -2.4% | -1.5% | -0.9% | -0.9% |
| 30D | -6.0% | +6.1% | -12.0% | -11.7% |
| 3M | -10.5% | 0.0% | -10.6% | -11.0% |
| 6M | -5.7% | 0.0% | -5.7% | -6.5% |
| YTD | +4.1% | +16.0% | -11.9% | -12.4% |
| 1Y | +20.5% | +24.7% | -4.3% | -6.2% |
| 3Y | +208.1% | +40.4% | +167.8% | +110.9% |
| 5Y | +110.4% | +30.7% | +79.8% | +53.4% |
| 10Y | +234.6% | +173.3% | +61.3% | +16.6% |
| All | -6.7% | +818.2% | -824.9% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling