+29.5%
XLB vs CB
+34.9%
-5.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.3% |
| 7D | +3.9% | +5.3% | -1.3% | +3.6% |
| 30D | +8.9% | +13.2% | -4.3% | +8.4% |
| 3M | +4.1% | +7.8% | -3.6% | +3.8% |
| 6M | +7.3% | +15.8% | -8.5% | +6.9% |
| YTD | +20.4% | +21.0% | -0.6% | +19.3% |
| 1Y | +29.5% | +32.2% | -2.6% | +24.9% |
| All | +29.5% | +34.9% | -5.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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