+37.7%
XLC vs CB
+99.7%
-62.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +1.0% | -3.1% | +4.2% | +1.9% |
| 3M | -0.7% | +9.0% | -9.6% | -3.3% |
| 6M | -5.1% | +2.9% | -8.0% | -6.2% |
| YTD | -4.3% | +10.1% | -14.4% | -7.4% |
| 1Y | -0.6% | +22.8% | -23.4% | -7.2% |
| 3Y | +72.7% | +73.8% | -1.1% | +39.5% |
| All | +37.7% | +99.7% | -62.0% | +2.3% |
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