+133.1%
XLC vs CB
+225.5%
-92.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +7.1% | -1.5% | +8.6% | +7.6% |
| 30D | -2.7% | +6.5% | -9.3% | -4.9% |
| 3M | -3.2% | +4.1% | -7.2% | -4.6% |
| 6M | -7.7% | +14.4% | -22.1% | -12.3% |
| YTD | -8.0% | +17.5% | -25.5% | -13.6% |
| 1Y | -3.1% | +27.5% | -30.6% | -11.7% |
| 3Y | +64.9% | +71.6% | -6.7% | +32.3% |
| 5Y | +39.5% | +100.6% | -61.1% | +4.0% |
| All | +133.1% | +225.5% | -92.4% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling