+127.5%
XLC vs CP
+158.9%
-31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | +4.9% | +2.8% | +2.1% | +3.7% |
| 30D | -5.8% | +10.2% | -16.0% | -9.7% |
| 3M | -5.4% | +2.4% | -7.8% | -6.6% |
| 6M | -10.2% | +7.7% | -17.8% | -13.4% |
| YTD | -10.2% | +26.0% | -36.2% | -19.6% |
| 1Y | -5.6% | +34.6% | -40.3% | -18.0% |
| 3Y | +61.0% | +26.7% | +34.3% | +40.1% |
| 5Y | +35.2% | +24.9% | +10.3% | +16.5% |
| All | +127.5% | +158.9% | -31.4% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling