+422.3%
XLF vs CPB
-9.2%
+431.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.3% |
| 7D | 0.0% | -8.6% | +8.6% | +2.7% |
| 30D | +0.2% | -7.2% | +7.4% | +2.3% |
| 3M | +11.7% | +0.9% | +10.8% | +10.6% |
| 6M | +13.8% | -11.8% | +25.6% | +17.1% |
| YTD | +7.0% | -19.4% | +26.4% | +12.9% |
| 1Y | +9.1% | -30.4% | +39.5% | +20.2% |
| 3Y | +75.6% | -40.2% | +115.8% | +98.9% |
| 5Y | +66.4% | -39.5% | +105.9% | +84.4% |
| 10Y | +250.3% | -47.4% | +297.7% | +284.0% |
| All | +422.3% | -9.2% | +431.4% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling