+159.6%
XLB vs CPB
-45.7%
+205.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | -0.2% | -8.2% | +8.0% | +1.0% |
| 30D | -1.7% | -5.6% | +3.9% | -1.0% |
| 3M | +4.4% | +3.0% | +1.4% | +3.6% |
| 6M | +5.0% | -12.7% | +17.7% | +6.9% |
| YTD | +15.5% | -18.0% | +33.4% | +18.5% |
| 1Y | +14.9% | -31.7% | +46.7% | +21.4% |
| 3Y | +34.5% | -41.0% | +75.5% | +44.0% |
| 5Y | +36.5% | -38.4% | +74.9% | +44.1% |
| 10Y | +159.6% | -45.0% | +204.6% | +180.3% |
| All | +159.6% | -45.7% | +205.3% | +180.3% |
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