+230.3%
XLI vs CPB
-40.1%
+270.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | +1.1% | +16.9% | -15.9% | -0.7% |
| 3M | -7.7% | -0.6% | -7.1% | -7.8% |
| 6M | -1.8% | +11.4% | -13.2% | -3.5% |
| YTD | +11.1% | -14.8% | +25.9% | +12.6% |
| 1Y | +12.1% | -24.8% | +36.9% | +15.5% |
| 3Y | +73.8% | -36.6% | +110.4% | +81.5% |
| 5Y | +73.8% | -33.3% | +107.1% | +79.2% |
| All | +230.3% | -40.1% | +270.4% | +235.5% |
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