+816.1%
XLB vs CPB
-1.7%
+817.9%
-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% | +2.5% | -2.5% | -1.1% |
| 6M | 0.0% | +12.2% | -12.3% | -3.9% |
| YTD | +16.0% | -12.8% | +28.8% | +18.8% |
| 1Y | +24.7% | -19.2% | +43.9% | +30.2% |
| 3Y | +40.4% | -35.6% | +75.9% | +53.3% |
| 5Y | +30.7% | -31.4% | +62.1% | +38.0% |
| 10Y | +173.3% | -37.9% | +211.2% | +183.1% |
| All | +816.1% | -1.7% | +817.9% | +574.4% |
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 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