+224.2%
XLF vs CB
+246.9%
-22.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +6.5% | +8.2% | -1.7% | +1.3% |
| 3M | +1.2% | +6.3% | -5.1% | -2.8% |
| 6M | +14.6% | +16.2% | -1.6% | +3.2% |
| YTD | +7.7% | +19.3% | -11.6% | -5.1% |
| 1Y | +11.8% | +29.2% | -17.4% | -6.6% |
| 3Y | +80.1% | +71.4% | +8.6% | +21.7% |
| 5Y | +59.0% | +104.2% | -45.3% | -6.3% |
| 10Y | +224.2% | +246.7% | -22.5% | +30.0% |
| All | +224.2% | +246.9% | -22.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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