-5.8%
XLC vs CNC
+122.0%
-127.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.2% | +2.4% |
| 7D | +1.8% | +13.4% | -11.6% | +0.6% |
| 30D | -6.0% | +18.2% | -24.2% | -7.3% |
| 3M | -6.0% | +18.6% | -24.6% | -7.3% |
| 6M | -9.1% | +41.9% | -51.0% | -11.3% |
| YTD | -10.0% | +84.7% | -94.7% | -14.0% |
| 1Y | -5.8% | +110.5% | -116.3% | -10.9% |
| All | -5.8% | +122.0% | -127.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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