+161.0%
XLB vs CB
+219.1%
-58.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | -0.4% | -3.1% | +2.7% | +1.0% |
| 3M | +2.0% | +9.0% | -7.0% | -2.9% |
| 6M | +1.8% | +2.9% | -1.0% | -0.4% |
| YTD | +16.6% | +10.1% | +6.5% | +9.9% |
| 1Y | +16.9% | +22.8% | -5.8% | +4.0% |
| 3Y | +32.6% | +73.8% | -41.2% | -3.7% |
| 5Y | +35.6% | +99.2% | -63.5% | -9.6% |
| All | +161.0% | +219.1% | -58.2% | +34.9% |
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 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