+8.6%
XLF vs CPB
-33.6%
+42.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.8% |
| 30D | -1.6% | -7.8% | +6.2% | -1.5% |
| 3M | +9.3% | -6.9% | +16.2% | +9.3% |
| 6M | +14.6% | -12.2% | +26.8% | +14.4% |
| YTD | +4.7% | -21.1% | +25.8% | +4.1% |
| 1Y | +8.6% | -33.5% | +42.1% | +8.2% |
| All | +8.6% | -33.6% | +42.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling