+24.7%
XLB vs CP
+32.2%
-7.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | +6.1% | +10.2% | -4.1% | +2.2% |
| 3M | 0.0% | +2.4% | -2.3% | -1.0% |
| 6M | 0.0% | +7.7% | -7.7% | -3.2% |
| YTD | +16.0% | +26.0% | -10.0% | +5.7% |
| 1Y | +24.7% | +34.6% | -9.9% | +9.1% |
| All | +24.7% | +32.2% | -7.4% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling