+28.3%
XLB vs CP
+27.5%
+0.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +5.3% | +10.3% | -5.1% | +0.4% |
| 3M | 0.0% | +2.3% | -2.3% | -1.2% |
| 6M | +1.2% | +10.7% | -9.5% | -4.0% |
| YTD | +16.9% | +29.3% | -12.4% | +2.4% |
| 1Y | +20.9% | +31.5% | -10.6% | +5.0% |
| 3Y | +43.3% | +36.7% | +6.6% | +18.5% |
| 5Y | +28.3% | +26.8% | +1.5% | +7.0% |
| All | +28.3% | +27.5% | +0.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling