+159.6%
XLB vs CP
+219.6%
-60.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -0.2% | +2.4% | -2.7% | -1.5% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | +4.4% | +1.4% | +2.9% | +3.3% |
| 6M | +5.0% | +10.3% | -5.3% | -0.9% |
| YTD | +15.5% | +24.3% | -8.8% | +2.0% |
| 1Y | +14.9% | +20.4% | -5.5% | +3.0% |
| 3Y | +34.5% | +21.8% | +12.8% | +17.2% |
| 5Y | +36.5% | +31.5% | +5.0% | +11.8% |
| 10Y | +159.6% | +223.2% | -63.6% | +31.9% |
| All | +159.6% | +219.6% | -60.0% | +31.9% |
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