-5.8%
XLC vs CB
+34.9%
-40.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.4% |
| 7D | +1.8% | +5.3% | -3.5% | +1.6% |
| 30D | -6.0% | +13.2% | -19.2% | -6.4% |
| 3M | -6.0% | +7.8% | -13.8% | -6.3% |
| 6M | -9.1% | +15.8% | -24.9% | -9.2% |
| YTD | -10.0% | +21.0% | -31.0% | -10.3% |
| 1Y | -5.8% | +32.2% | -38.0% | -5.6% |
| All | -5.8% | +34.9% | -40.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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