+12.5%
XLF vs CB
+28.5%
-16.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +2.7% | +2.9% | -0.3% | +1.9% |
| 30D | +7.6% | +7.3% | +0.3% | +5.9% |
| 3M | +1.1% | +9.4% | -8.3% | -1.0% |
| 6M | +15.9% | +19.6% | -3.7% | +11.0% |
| YTD | +8.4% | +21.5% | -13.0% | +2.7% |
| 1Y | +12.5% | +28.0% | -15.5% | +5.6% |
| All | +12.5% | +28.5% | -16.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling