+422.3%
XLF vs CB
+2,127.6%
-1,705.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +0.2% | -3.1% | +3.3% | +1.9% |
| 3M | +11.7% | +9.0% | +2.8% | +6.0% |
| 6M | +13.8% | +2.9% | +10.9% | +11.3% |
| YTD | +7.0% | +10.1% | -3.1% | +0.6% |
| 1Y | +9.1% | +22.8% | -13.6% | -3.6% |
| 3Y | +75.6% | +73.8% | +1.8% | +26.5% |
| 5Y | +66.4% | +99.2% | -32.7% | +10.4% |
| 10Y | +250.3% | +218.2% | +32.1% | +77.8% |
| All | +422.3% | +2,127.6% | -1,705.3% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling