+226.1%
XLI vs CP
+257.3%
-31.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +3.8% | +2.1% | +1.6% | +2.6% |
| 30D | +1.0% | +9.3% | -8.3% | -3.8% |
| 3M | -8.9% | +0.5% | -9.4% | -9.4% |
| 6M | -2.3% | +10.4% | -12.7% | -7.9% |
| YTD | +9.7% | +28.7% | -19.0% | -5.2% |
| 1Y | +12.3% | +33.2% | -20.9% | -4.8% |
| 3Y | +71.5% | +38.4% | +33.0% | +38.4% |
| 5Y | +70.2% | +26.2% | +44.0% | +41.6% |
| All | +226.1% | +257.3% | -31.3% | +53.3% |
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