+143.7%
XLC vs CNC
+7.0%
+136.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | +0.7% | +4.5% | -3.8% | -0.3% |
| 6M | -3.2% | +85.2% | -88.4% | -13.7% |
| YTD | -3.8% | +61.4% | -65.2% | -12.6% |
| 1Y | -2.0% | +94.9% | -96.9% | -14.6% |
| 3Y | +71.4% | 0.0% | +71.4% | +62.4% |
| 5Y | +40.7% | +11.2% | +29.5% | +25.9% |
| All | +143.7% | +7.0% | +136.7% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling