+9.1%
XLF vs CNC
+129.2%
-120.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +11.7% | +6.9% | +4.8% | +11.2% |
| 6M | +13.8% | +49.0% | -35.2% | +10.9% |
| YTD | +7.0% | +62.9% | -55.9% | +3.7% |
| 1Y | +9.1% | +134.0% | -124.9% | +3.3% |
| All | +9.1% | +129.2% | -120.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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