+60.3%
XLC vs COMP
+309.8%
-249.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | +0.2% |
| 7D | +3.1% | -1.8% | +4.9% | +3.2% |
| 30D | -6.5% | -0.8% | -5.8% | -6.6% |
| 3M | -5.6% | -28.1% | +22.6% | -3.0% |
| 6M | -9.2% | +27.0% | -36.2% | -11.9% |
| YTD | -10.6% | -12.8% | +2.2% | -10.8% |
| 1Y | -6.9% | +4.9% | -11.8% | -8.7% |
| All | +60.3% | +309.8% | -249.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling