+226.1%
XLI vs CPB
-38.9%
+265.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | +3.8% | -1.6% | +5.3% | +3.9% |
| 30D | +1.0% | +19.2% | -18.2% | -1.0% |
| 3M | -8.9% | -0.9% | -8.0% | -9.0% |
| 6M | -2.3% | +15.2% | -17.5% | -4.4% |
| YTD | +9.7% | -13.1% | +22.7% | +11.0% |
| 1Y | +12.3% | -22.4% | +34.7% | +15.3% |
| 3Y | +71.5% | -35.3% | +106.8% | +78.6% |
| 5Y | +70.2% | -33.0% | +103.2% | +75.5% |
| All | +226.1% | -38.9% | +265.0% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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