+65.5%
XLF vs CP
+34.0%
+31.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +0.2% | +2.4% | -2.3% | -0.8% |
| 30D | -0.5% | -0.5% | 0.0% | -0.4% |
| 3M | +10.6% | +1.4% | +9.2% | +9.7% |
| 6M | +14.3% | +10.3% | +4.0% | +9.1% |
| YTD | +5.5% | +24.3% | -18.8% | -4.6% |
| 1Y | +9.6% | +20.4% | -10.9% | +0.2% |
| 3Y | +75.2% | +21.8% | +53.4% | +55.4% |
| 5Y | +65.5% | +31.5% | +34.0% | +37.5% |
| All | +65.5% | +34.0% | +31.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling