+64.1%
XLI vs CP
+24.4%
+39.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | -2.8% | +2.8% | -5.6% | -4.0% |
| 30D | -3.1% | +10.2% | -13.3% | -7.3% |
| 3M | -11.7% | +2.4% | -14.1% | -12.8% |
| 6M | -7.6% | +7.7% | -15.2% | -11.0% |
| YTD | +5.7% | +26.0% | -20.3% | -5.5% |
| 1Y | +7.8% | +34.6% | -26.8% | -6.5% |
| 3Y | +67.4% | +26.7% | +40.7% | +45.5% |
| All | +64.1% | +24.4% | +39.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling