-3.7%
XLC vs CPB
-21.8%
+18.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +6.2% | +2.9% | +3.4% | +6.0% |
| 30D | -2.4% | +17.6% | -20.0% | -3.4% |
| 3M | -3.3% | +2.0% | -5.4% | -3.3% |
| 6M | -7.3% | +11.6% | -18.9% | -7.7% |
| YTD | -7.6% | -13.8% | +6.1% | -7.6% |
| 1Y | -3.7% | -21.6% | +17.9% | -3.3% |
| All | -3.7% | -21.8% | +18.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling