+14.9%
XLB vs CP
+19.5%
-4.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -0.2% | +2.4% | -2.7% | -1.1% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | +4.4% | +1.4% | +2.9% | +3.6% |
| 6M | +5.0% | +10.3% | -5.3% | +0.4% |
| YTD | +15.5% | +24.3% | -8.8% | +5.2% |
| 1Y | +14.9% | +20.4% | -5.5% | +5.4% |
| All | +14.9% | +19.5% | -4.6% | +5.4% |
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