+1,033.0%
XLI vs CB
+2,287.6%
-1,254.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -3.1% | +9.1% | -12.1% | -6.2% |
| 3M | -11.7% | +3.4% | -15.1% | -12.9% |
| 6M | -7.6% | +14.1% | -21.6% | -12.5% |
| YTD | +5.7% | +18.0% | -12.3% | -1.4% |
| 1Y | +7.8% | +30.1% | -22.3% | -3.1% |
| 3Y | +67.4% | +71.8% | -4.4% | +34.2% |
| 5Y | +64.8% | +101.8% | -37.0% | +23.7% |
| 10Y | +241.2% | +252.1% | -10.9% | +106.5% |
| All | +1,033.0% | +2,287.6% | -1,254.6% | +263.1% |
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