+12.3%
XLI vs CNC
+122.0%
-109.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.6% | -13.7% | -1.4% |
| 7D | +0.6% | +13.4% | -12.8% | +0.2% |
| 30D | -0.4% | +18.2% | -18.6% | -0.9% |
| 3M | -8.8% | +18.6% | -27.5% | -9.3% |
| 6M | -0.4% | +41.9% | -42.3% | -2.0% |
| YTD | +10.1% | +84.7% | -74.6% | +5.3% |
| 1Y | +12.3% | +110.5% | -98.2% | +5.8% |
| All | +12.3% | +122.0% | -109.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling