+217.7%
XLF vs CB
+250.2%
-32.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +2.7% | +2.9% | -0.3% | +0.8% |
| 30D | +7.6% | +7.3% | +0.3% | +2.9% |
| 3M | +1.1% | +9.4% | -8.3% | -4.6% |
| 6M | +15.9% | +19.6% | -3.7% | +2.5% |
| YTD | +8.4% | +21.5% | -13.0% | -5.5% |
| 1Y | +12.5% | +28.0% | -15.5% | -5.4% |
| 3Y | +81.6% | +74.9% | +6.7% | +21.1% |
| 5Y | +59.3% | +108.1% | -48.9% | -7.3% |
| All | +217.7% | +250.2% | -32.5% | +25.9% |
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