+40.7%
XLC vs CP
+25.5%
+15.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +3.7% | +2.1% | +1.6% | +2.9% |
| 30D | -1.9% | +9.3% | -11.2% | -5.1% |
| 3M | -3.1% | +0.5% | -3.6% | -3.4% |
| 6M | -6.4% | +10.4% | -16.8% | -10.1% |
| YTD | -6.8% | +28.7% | -35.5% | -16.1% |
| 1Y | -1.7% | +33.2% | -34.9% | -12.8% |
| 3Y | +64.7% | +38.4% | +26.3% | +39.0% |
| All | +40.7% | +25.5% | +15.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling