+142.5%
XLC vs CB
+205.0%
-62.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +1.0% | -3.1% | +4.2% | +2.1% |
| 3M | -0.7% | +9.0% | -9.6% | -3.9% |
| 6M | -5.1% | +2.9% | -8.0% | -6.5% |
| YTD | -4.3% | +10.1% | -14.4% | -8.1% |
| 1Y | -0.6% | +22.8% | -23.4% | -8.4% |
| 3Y | +72.7% | +73.8% | -1.1% | +37.4% |
| 5Y | +38.0% | +99.2% | -61.2% | +2.8% |
| All | +142.5% | +205.0% | -62.5% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling