+57.9%
XLF vs CP
+27.1%
+30.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +0.7% |
| 7D | +0.7% | +2.8% | -2.0% | -0.3% |
| 30D | +6.0% | +11.3% | -5.4% | +1.6% |
| 3M | +1.0% | +2.9% | -1.8% | -0.2% |
| 6M | +14.0% | +9.8% | +4.2% | +9.3% |
| YTD | +7.2% | +28.5% | -21.4% | -4.4% |
| 1Y | +11.6% | +33.5% | -21.9% | -2.1% |
| 3Y | +81.2% | +31.9% | +49.2% | +55.0% |
| 5Y | +57.9% | +25.5% | +32.4% | +35.6% |
| All | +57.9% | +27.1% | +30.8% | +35.6% |
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