+257.2%
XLI vs CP
+224.3%
+32.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -6.9% | -0.5% | -6.5% | -6.8% |
| 3M | -1.9% | +0.1% | -2.0% | -2.3% |
| 6M | +1.0% | +7.8% | -6.8% | -3.5% |
| YTD | +11.3% | +22.9% | -11.5% | -1.1% |
| 1Y | +15.8% | +21.3% | -5.5% | +3.3% |
| 3Y | +69.8% | +20.4% | +49.5% | +48.4% |
| 5Y | +80.9% | +34.9% | +46.0% | +44.4% |
| 10Y | +257.2% | +233.3% | +23.9% | +73.0% |
| All | +257.2% | +224.3% | +32.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling