-5.1%
XLC vs CPB
-14.9%
+9.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | -0.8% | -8.6% | +7.7% | +0.4% |
| 30D | +1.0% | -7.2% | +8.3% | +1.9% |
| 3M | -0.7% | +0.9% | -1.6% | -1.0% |
| 6M | -5.1% | -11.8% | +6.7% | -5.7% |
| All | -5.1% | -14.9% | +9.8% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling