+251.6%
XLF vs CP
+224.3%
+27.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | +9.1% | +0.1% | +9.1% | +8.7% |
| 6M | +14.4% | +7.8% | +6.5% | +8.9% |
| YTD | +5.1% | +22.9% | -17.8% | -7.1% |
| 1Y | +8.6% | +21.3% | -12.7% | -3.5% |
| 3Y | +74.4% | +20.4% | +54.1% | +51.0% |
| 5Y | +64.4% | +34.9% | +29.4% | +29.6% |
| 10Y | +251.6% | +233.3% | +18.2% | +68.2% |
| All | +251.6% | +224.3% | +27.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling