+12.0%
XLI vs CPB
-25.0%
+37.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.3% |
| 7D | +0.9% | -4.1% | +5.0% | +0.7% |
| 30D | +1.1% | +16.9% | -15.9% | +1.8% |
| 3M | -7.7% | -0.6% | -7.1% | -7.7% |
| 6M | -1.8% | +11.4% | -13.2% | -1.7% |
| YTD | +11.1% | -14.8% | +25.9% | +11.3% |
| All | +12.0% | -25.0% | +37.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling