+820.5%
XLB vs CP
+6,932.0%
-6,111.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | -2.7% | +1.3% | -0.2% |
| 30D | -0.4% | +0.2% | -0.5% | -0.6% |
| 3M | +2.0% | +2.6% | -0.6% | +0.5% |
| 6M | +1.8% | +6.0% | -4.1% | -1.5% |
| YTD | +16.6% | +24.9% | -8.4% | +4.0% |
| 1Y | +16.9% | +20.1% | -3.2% | +6.1% |
| 3Y | +32.6% | +16.4% | +16.2% | +20.1% |
| 5Y | +35.6% | +31.7% | +3.9% | +14.3% |
| 10Y | +160.0% | +223.9% | -63.8% | +39.3% |
| All | +820.5% | +6,932.0% | -6,111.4% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling