+24.4%
XLB vs CPB
-20.9%
+45.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -1.4% | +3.3% | -4.6% | -1.7% |
| 30D | +7.1% | +19.0% | -11.9% | +5.2% |
| 3M | +0.6% | +0.4% | +0.2% | +0.3% |
| 6M | +3.5% | +13.0% | -9.5% | +2.3% |
| YTD | +18.2% | -12.7% | +31.0% | +20.2% |
| All | +24.4% | -20.9% | +45.3% | +28.2% |
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