+77.8%
XLF vs CB
+71.5%
+6.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | +6.3% | +9.1% | -2.7% | +3.1% |
| 3M | -0.8% | +3.4% | -4.2% | -2.0% |
| 6M | +11.0% | +14.1% | -3.1% | +5.3% |
| YTD | +5.6% | +18.0% | -12.4% | -1.5% |
| 1Y | +10.8% | +30.1% | -19.4% | -1.0% |
| 3Y | +77.8% | +71.8% | +6.0% | +48.6% |
| All | +77.8% | +71.5% | +6.3% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling