+251.6%
XLF vs CB
+219.8%
+31.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -1.3% | -3.1% | +1.8% | +0.6% |
| 3M | +9.1% | +4.2% | +5.0% | +5.7% |
| 6M | +14.4% | +4.7% | +9.6% | +10.1% |
| YTD | +5.1% | +8.8% | -3.7% | -1.7% |
| 1Y | +8.6% | +22.6% | -14.0% | -6.4% |
| 3Y | +74.4% | +70.6% | +3.8% | +17.7% |
| 5Y | +64.4% | +99.4% | -35.1% | -2.1% |
| 10Y | +251.6% | +223.5% | +28.1% | +49.3% |
| All | +251.6% | +219.8% | +31.8% | +49.3% |
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