+816.1%
XLB vs CPB
-0.5%
+816.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.5% | +8.0% | -9.5% | -3.5% |
| 30D | +6.1% | +22.4% | -16.3% | +0.4% |
| 3M | 0.0% | +3.8% | -3.8% | -1.4% |
| 6M | 0.0% | +13.7% | -13.7% | -4.3% |
| YTD | +16.0% | -11.7% | +27.7% | +18.4% |
| 1Y | +24.7% | -18.1% | +42.9% | +29.8% |
| 3Y | +40.4% | -34.7% | +75.1% | +52.8% |
| 5Y | +30.7% | -30.6% | +61.2% | +37.5% |
| 10Y | +173.3% | -37.1% | +210.4% | +182.2% |
| All | +816.1% | -0.5% | +816.6% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling