-5.8%
XLC vs COMP
+23.8%
-29.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.3% | +2.7% |
| 7D | +1.8% | +9.5% | -7.7% | +0.8% |
| 30D | -6.0% | +8.1% | -14.0% | -6.9% |
| 3M | -6.0% | -16.3% | +10.3% | -4.7% |
| 6M | -9.1% | +42.2% | -51.3% | -12.6% |
| YTD | -10.0% | -5.0% | -5.0% | -10.9% |
| 1Y | -5.8% | +20.1% | -25.9% | -10.5% |
| All | -5.8% | +23.8% | -29.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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