+61.0%
XLC vs CPB
-36.0%
+97.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +4.9% | +8.0% | -3.1% | +4.5% |
| 30D | -5.8% | +22.4% | -28.2% | -6.8% |
| 3M | -5.4% | +2.5% | -8.0% | -5.5% |
| 6M | -10.2% | +12.2% | -22.4% | -10.6% |
| YTD | -10.2% | -12.8% | +2.6% | -10.0% |
| 1Y | -5.6% | -19.2% | +13.5% | -5.2% |
| 3Y | +61.0% | -35.6% | +96.5% | +63.1% |
| All | +61.0% | -36.0% | +97.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling