+1,117.4%
XLI vs CP
+6,932.0%
-5,814.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.7% | +1.6% | +0.1% |
| 30D | -5.9% | +0.2% | -6.1% | -6.1% |
| 3M | -0.3% | +2.6% | -2.8% | -1.6% |
| 6M | +0.1% | +6.0% | -5.8% | -2.8% |
| YTD | +13.6% | +24.9% | -11.4% | +2.4% |
| 1Y | +17.2% | +20.1% | -2.9% | +7.3% |
| 3Y | +68.2% | +16.4% | +51.8% | +53.8% |
| 5Y | +80.7% | +31.7% | +49.0% | +54.6% |
| 10Y | +253.3% | +223.9% | +29.4% | +103.4% |
| All | +1,117.4% | +6,932.0% | -5,814.5% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling