+64.3%
XLF vs CNC
+10.7%
+53.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.5% | -0.9% | -0.5% | -1.4% |
| 30D | -1.2% | -1.0% | -0.2% | -1.1% |
| 3M | +9.2% | +4.5% | +4.6% | +8.5% |
| 6M | +16.3% | +85.2% | -68.9% | +8.7% |
| YTD | +5.4% | +61.4% | -56.0% | -0.4% |
| 1Y | +7.6% | +94.9% | -87.3% | -0.8% |
| 3Y | +74.2% | 0.0% | +74.2% | +69.6% |
| All | +64.3% | +10.7% | +53.5% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling