+816.1%
XLB vs CB
+2,287.6%
-1,471.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +6.1% | +9.1% | -3.0% | +2.8% |
| 3M | 0.0% | +3.4% | -3.4% | -1.3% |
| 6M | 0.0% | +14.1% | -14.1% | -5.2% |
| YTD | +16.0% | +18.0% | -2.0% | +8.5% |
| 1Y | +24.7% | +30.1% | -5.4% | +12.5% |
| 3Y | +40.4% | +71.8% | -31.4% | +13.4% |
| 5Y | +30.7% | +101.8% | -71.2% | -0.9% |
| 10Y | +173.3% | +252.1% | -78.9% | +67.7% |
| All | +816.1% | +2,287.6% | -1,471.5% | +224.9% |
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 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