+208.1%
C vs XLP
+42.1%
+166.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -6.0% | +10.3% | -16.2% | -8.2% |
| 3M | -10.5% | +6.5% | -17.1% | -11.9% |
| 6M | -5.7% | +8.4% | -14.1% | -7.9% |
| YTD | +4.1% | +18.2% | -14.1% | -3.7% |
| 1Y | +20.5% | +22.4% | -1.9% | +9.0% |
| 3Y | +208.1% | +41.9% | +166.2% | +149.9% |
| All | +208.1% | +42.1% | +166.0% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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