+37.7%
XLC vs CPB
-39.5%
+77.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -0.8% | -8.6% | +7.7% | -0.3% |
| 30D | +1.0% | -7.2% | +8.3% | +1.5% |
| 3M | -0.7% | +0.9% | -1.6% | -0.8% |
| 6M | -5.1% | -11.8% | +6.7% | -4.7% |
| YTD | -4.3% | -19.4% | +15.1% | -3.5% |
| 1Y | -0.6% | -30.4% | +29.8% | +0.8% |
| 3Y | +72.7% | -40.2% | +112.8% | +75.3% |
| All | +37.7% | -39.5% | +77.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling