-67.5%
CBRS vs XLP
+9.1%
-76.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.5% | +8.8% |
| 7D | +10.0% | -0.5% | +10.6% | +8.7% |
| 30D | -31.1% | +8.3% | -39.4% | -19.0% |
| 3M | -56.9% | +8.7% | -65.6% | -49.1% |
| All | -67.5% | +9.1% | -76.6% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling