+742.6%
XLB vs CNC
+5,537.6%
-4,794.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -1.4% | +3.5% | -4.9% | -2.0% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +2.0% | +6.9% | -5.0% | +0.4% |
| 6M | +1.8% | +49.0% | -47.2% | -6.4% |
| YTD | +16.6% | +62.9% | -46.3% | +5.0% |
| 1Y | +16.9% | +134.0% | -117.1% | -2.2% |
| 3Y | +32.6% | +9.4% | +23.1% | +22.2% |
| 5Y | +35.6% | +4.1% | +31.5% | +24.8% |
| 10Y | +160.0% | +95.4% | +64.6% | +106.0% |
| All | +742.6% | +5,537.6% | -4,794.9% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling