+912.9%
XLI vs CNC
+5,287.0%
-4,374.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | -6.9% | -3.8% | -3.2% | -6.4% |
| 3M | -1.9% | -3.2% | +1.3% | -1.7% |
| 6M | +1.0% | +47.9% | -46.8% | -6.7% |
| YTD | +11.3% | +55.7% | -44.3% | +1.6% |
| 1Y | +15.8% | +106.2% | -90.4% | -0.1% |
| 3Y | +69.8% | -2.1% | +71.9% | +60.5% |
| 5Y | +80.9% | +3.4% | +77.5% | +67.0% |
| 10Y | +257.2% | +91.7% | +165.6% | +188.3% |
| All | +912.9% | +5,287.0% | -4,374.1% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling