+252.4%
XLI vs CB
+214.7%
+37.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.3% |
| 30D | -5.8% | -3.9% | -1.9% | -4.0% |
| 3M | +0.7% | +4.9% | -4.2% | -2.4% |
| 6M | +3.2% | +3.3% | -0.1% | +0.6% |
| YTD | +13.0% | +8.5% | +4.5% | +7.1% |
| 1Y | +16.8% | +22.1% | -5.3% | +3.8% |
| 3Y | +72.4% | +70.1% | +2.3% | +25.1% |
| 5Y | +82.8% | +97.4% | -14.6% | +20.0% |
| 10Y | +252.4% | +216.8% | +35.6% | +73.7% |
| All | +252.4% | +214.7% | +37.8% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling