+228.0%
XLI vs CB
+246.9%
-19.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | -0.3% | +8.2% | -8.5% | -4.2% |
| 3M | -8.4% | +6.3% | -14.6% | -11.3% |
| 6M | -2.1% | +16.2% | -18.3% | -10.0% |
| YTD | +9.6% | +19.3% | -9.7% | -1.0% |
| 1Y | +10.7% | +29.2% | -18.5% | -4.2% |
| 3Y | +71.6% | +71.4% | +0.1% | +24.7% |
| 5Y | +70.8% | +104.2% | -33.5% | +10.7% |
| 10Y | +228.0% | +246.7% | -18.7% | +55.5% |
| All | +228.0% | +246.9% | -19.0% | +55.5% |
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