+127.5%
XLC vs CB
+226.9%
-99.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +4.9% | +0.2% | +4.6% | +4.8% |
| 30D | -5.8% | +9.1% | -14.9% | -8.6% |
| 3M | -5.4% | +3.4% | -8.9% | -6.6% |
| 6M | -10.2% | +14.1% | -24.3% | -14.6% |
| YTD | -10.2% | +18.0% | -28.2% | -15.8% |
| 1Y | -5.6% | +30.1% | -35.8% | -14.7% |
| 3Y | +61.0% | +71.8% | -10.8% | +29.1% |
| 5Y | +35.2% | +101.8% | -66.6% | +0.6% |
| All | +127.5% | +226.9% | -99.3% | +35.4% |
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