+822.8%
XLB vs CB
+2,330.8%
-1,508.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | +5.2% | +11.2% | -6.0% | +1.3% |
| 3M | -0.1% | +5.7% | -5.9% | -2.2% |
| 6M | +2.4% | +15.9% | -13.5% | -3.4% |
| YTD | +16.9% | +20.2% | -3.3% | +8.6% |
| 1Y | +25.0% | +32.4% | -7.4% | +12.1% |
| 3Y | +40.7% | +75.5% | -34.8% | +12.8% |
| 5Y | +31.6% | +105.5% | -73.9% | -0.8% |
| 10Y | +175.3% | +258.5% | -83.3% | +67.8% |
| All | +822.8% | +2,330.8% | -1,508.0% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling