+816.1%
XLB vs CP
+6,991.1%
-6,175.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.8% |
| 30D | +6.1% | +10.2% | -4.1% | +1.2% |
| 3M | 0.0% | +2.4% | -2.3% | -1.2% |
| 6M | 0.0% | +7.7% | -7.7% | -3.9% |
| YTD | +16.0% | +26.0% | -10.0% | +3.0% |
| 1Y | +24.7% | +34.6% | -9.9% | +7.2% |
| 3Y | +40.4% | +26.7% | +13.7% | +22.1% |
| 5Y | +30.7% | +24.9% | +5.8% | +13.0% |
| 10Y | +173.3% | +258.6% | -85.3% | +39.7% |
| All | +816.1% | +6,991.1% | -6,175.0% | +22.0% |
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 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