+75.2%
XLF vs CPB
-40.5%
+115.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +0.2% | -8.2% | +8.4% | +0.8% |
| 30D | -0.5% | -5.6% | +5.1% | -0.1% |
| 3M | +10.6% | +3.0% | +7.7% | +10.2% |
| 6M | +14.3% | -12.7% | +27.0% | +15.4% |
| YTD | +5.5% | -18.0% | +23.5% | +7.0% |
| 1Y | +9.6% | -31.7% | +41.3% | +13.3% |
| 3Y | +75.2% | -41.0% | +116.1% | +84.6% |
| All | +75.2% | -40.5% | +115.7% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling