+35.8%
XLC vs CB
+101.1%
-65.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +4.9% | +0.2% | +4.6% | +4.8% |
| 30D | -5.8% | +9.1% | -14.9% | -8.0% |
| 3M | -5.4% | +3.4% | -8.9% | -6.4% |
| 6M | -10.2% | +14.1% | -24.3% | -13.7% |
| YTD | -10.2% | +18.0% | -28.2% | -14.7% |
| 1Y | -5.6% | +30.1% | -35.8% | -13.2% |
| 3Y | +61.0% | +71.8% | -10.8% | +31.8% |
| All | +35.8% | +101.1% | -65.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling