+29.0%
XLB vs CPB
-31.3%
+60.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.5% | +8.0% | -9.5% | -2.6% |
| 30D | +6.1% | +22.4% | -16.3% | +3.0% |
| 3M | 0.0% | +2.5% | -2.5% | -0.5% |
| 6M | 0.0% | +12.2% | -12.3% | -2.1% |
| YTD | +16.0% | -12.8% | +28.8% | +17.9% |
| 1Y | +24.7% | -19.2% | +43.9% | +28.2% |
| 3Y | +40.4% | -35.6% | +75.9% | +47.6% |
| All | +29.0% | -31.3% | +60.4% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling