+164.2%
XLB vs CB
+250.2%
-86.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +0.5% | +2.9% | -2.4% | -0.9% |
| 30D | +5.2% | +7.3% | -2.2% | +1.6% |
| 3M | +0.3% | +9.4% | -9.1% | -4.1% |
| 6M | +1.2% | +19.6% | -18.5% | -8.1% |
| YTD | +16.6% | +21.5% | -4.8% | +4.8% |
| 1Y | +21.4% | +28.0% | -6.6% | +6.1% |
| 3Y | +43.2% | +74.9% | -31.7% | +4.2% |
| 5Y | +28.0% | +108.1% | -80.1% | -16.3% |
| All | +164.2% | +250.2% | -86.1% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling