+141.4%
XLC vs CNC
+4.0%
+137.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | +0.2% | -1.8% | +2.1% | +0.5% |
| 3M | +0.6% | -0.7% | +1.3% | +0.5% |
| 6M | -4.5% | +47.9% | -52.5% | -11.7% |
| YTD | -4.7% | +56.9% | -61.7% | -13.1% |
| 1Y | -1.7% | +123.9% | -125.6% | -16.7% |
| 3Y | +72.3% | -1.3% | +73.5% | +63.4% |
| 5Y | +37.8% | +2.8% | +35.0% | +25.7% |
| All | +141.4% | +4.0% | +137.3% | +101.6% |
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 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