+136.0%
XLC vs CNC
+14.8%
+121.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | +3.7% | +2.2% | +1.5% | +3.3% |
| 30D | -1.9% | +1.6% | -3.5% | -2.3% |
| 3M | -3.1% | +7.9% | -11.0% | -4.6% |
| 6M | -6.4% | +21.2% | -27.5% | -9.9% |
| YTD | -6.8% | +73.2% | -80.0% | -16.6% |
| 1Y | -1.7% | +97.5% | -99.2% | -14.2% |
| 3Y | +64.7% | -1.2% | +65.9% | +57.6% |
| 5Y | +41.1% | -6.1% | +47.1% | +34.1% |
| All | +136.0% | +14.8% | +121.2% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling