+15.6%
XLB vs CPB
-30.8%
+46.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -2.9% | -8.0% | +5.0% | -2.2% |
| 30D | -3.4% | -2.4% | -1.0% | -3.2% |
| 3M | +1.6% | +0.5% | +1.1% | +1.6% |
| 6M | +3.6% | -10.5% | +14.1% | +4.8% |
| YTD | +14.2% | -17.5% | +31.8% | +16.6% |
| 1Y | +15.6% | -31.0% | +46.6% | +20.2% |
| All | +15.6% | -30.8% | +46.4% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling