-4.1%
XLC vs CB
+28.5%
-32.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +7.1% | -1.5% | +8.6% | +7.1% |
| 30D | -2.7% | +6.5% | -9.3% | -3.0% |
| 3M | -3.2% | +4.1% | -7.2% | -3.4% |
| 6M | -7.7% | +14.4% | -22.1% | -7.8% |
| YTD | -8.0% | +17.5% | -25.5% | -8.2% |
| All | -4.1% | +28.5% | -32.5% | -3.9% |
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