+141.4%
XLC vs CPB
-19.6%
+161.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.7% |
| 7D | +0.6% | -8.2% | +8.8% | +1.5% |
| 30D | +0.2% | -5.6% | +5.8% | +0.8% |
| 3M | +0.6% | +3.0% | -2.3% | +0.2% |
| 6M | -4.5% | -12.7% | +8.2% | -3.4% |
| YTD | -4.7% | -18.0% | +13.3% | -3.0% |
| 1Y | -1.7% | -31.7% | +30.1% | +2.1% |
| 3Y | +72.3% | -41.0% | +113.2% | +80.1% |
| 5Y | +37.8% | -38.4% | +76.1% | +41.5% |
| All | +141.4% | -19.6% | +161.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling