+164.7%
XLB vs CP
+259.0%
-94.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +5.3% | +10.3% | -5.1% | -0.1% |
| 3M | 0.0% | +2.3% | -2.3% | -1.3% |
| 6M | +1.2% | +10.7% | -9.5% | -4.5% |
| YTD | +16.9% | +29.3% | -12.4% | +1.0% |
| 1Y | +20.9% | +31.5% | -10.6% | +3.5% |
| 3Y | +43.3% | +36.7% | +6.6% | +17.1% |
| 5Y | +28.3% | +26.8% | +1.5% | +7.4% |
| All | +164.7% | +259.0% | -94.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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