+428.9%
XLF vs CP
+7,114.2%
-6,685.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | +6.5% | +9.6% | -3.1% | +1.6% |
| 3M | +1.8% | +2.2% | -0.4% | +0.4% |
| 6M | +15.4% | +11.1% | +4.3% | +8.7% |
| YTD | +8.4% | +28.2% | -19.8% | -5.8% |
| 1Y | +11.9% | +32.2% | -20.2% | -4.3% |
| 3Y | +81.1% | +35.5% | +45.6% | +49.2% |
| 5Y | +59.5% | +26.8% | +32.7% | +33.6% |
| 10Y | +225.2% | +256.9% | -31.8% | +56.3% |
| All | +428.9% | +7,114.2% | -6,685.3% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling