+65.5%
XLF vs CB
+98.8%
-33.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -0.5% | -3.9% | +3.4% | +1.5% |
| 3M | +10.6% | +4.9% | +5.7% | +7.3% |
| 6M | +14.3% | +3.3% | +11.0% | +11.6% |
| YTD | +5.5% | +8.5% | -3.0% | 0.0% |
| 1Y | +9.6% | +22.1% | -12.5% | -3.0% |
| 3Y | +75.2% | +70.1% | +5.0% | +24.3% |
| 5Y | +65.5% | +97.4% | -31.9% | +5.9% |
| All | +65.5% | +98.8% | -33.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling