+167.7%
XLB vs CPB
-39.9%
+207.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | -1.4% | +3.3% | -4.6% | -1.9% |
| 30D | +7.1% | +19.0% | -11.9% | +4.2% |
| 3M | +0.6% | +0.4% | +0.2% | +0.3% |
| 6M | +3.5% | +13.0% | -9.5% | +1.1% |
| YTD | +18.2% | -12.7% | +31.0% | +20.0% |
| 1Y | +25.6% | -20.9% | +46.5% | +29.4% |
| 3Y | +46.7% | -35.4% | +82.1% | +54.6% |
| 5Y | +30.9% | -32.3% | +63.2% | +35.9% |
| 10Y | +167.7% | -40.5% | +208.3% | +182.6% |
| All | +167.7% | -39.9% | +207.7% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling