-32.5%
CBRS vs XLC
-4.1%
-28.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.5% | +9.5% |
| 7D | +17.3% | -0.8% | +18.1% | +16.3% |
| 30D | -2.0% | +1.0% | -3.0% | -1.7% |
| 3M | -2.5% | -0.7% | -1.8% | -8.3% |
| All | -32.5% | -4.1% | -28.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · Available span rolling