+11.8%
XLF vs CB
+30.5%
-18.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +6.5% | +8.2% | -1.7% | +4.7% |
| 3M | +1.2% | +6.3% | -5.1% | -0.2% |
| 6M | +14.6% | +16.2% | -1.6% | +10.5% |
| YTD | +7.7% | +19.3% | -11.6% | +2.4% |
| 1Y | +11.8% | +29.2% | -17.4% | +4.8% |
| All | +11.8% | +30.5% | -18.7% | +4.8% |
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