+159.8%
XLB vs CNC
+99.9%
+59.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | -0.2% | +4.5% | -4.7% | -1.3% |
| 6M | +3.1% | +85.2% | -82.2% | -9.1% |
| YTD | +13.3% | +61.4% | -48.1% | +1.8% |
| 1Y | +12.0% | +94.9% | -82.9% | -3.7% |
| 3Y | +31.4% | 0.0% | +31.4% | +23.7% |
| 5Y | +33.9% | +11.2% | +22.7% | +20.0% |
| All | +159.8% | +99.9% | +59.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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