+1,117.4%
XLI vs CB
+2,127.6%
-1,010.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -1.1% | +0.5% | -1.5% | -1.3% |
| 30D | -5.9% | -3.1% | -2.8% | -4.9% |
| 3M | -0.3% | +9.0% | -9.2% | -3.8% |
| 6M | +0.1% | +2.9% | -2.7% | -1.5% |
| YTD | +13.6% | +10.1% | +3.5% | +8.8% |
| 1Y | +17.2% | +22.8% | -5.6% | +7.6% |
| 3Y | +68.2% | +73.8% | -5.6% | +34.2% |
| 5Y | +80.7% | +99.2% | -18.4% | +36.3% |
| 10Y | +253.3% | +218.2% | +35.0% | +121.8% |
| All | +1,117.4% | +2,127.6% | -1,010.2% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling