+71.5%
XLI vs CB
+74.1%
-2.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +3.8% | +2.9% | +0.8% | +3.3% |
| 30D | +1.0% | +7.3% | -6.3% | -0.2% |
| 3M | -8.9% | +9.4% | -18.3% | -10.3% |
| 6M | -2.3% | +19.6% | -21.9% | -5.9% |
| YTD | +9.7% | +21.5% | -11.8% | +5.2% |
| 1Y | +12.3% | +28.0% | -15.7% | +6.2% |
| 3Y | +71.5% | +74.9% | -3.4% | +56.4% |
| All | +71.5% | +74.1% | -2.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling