+71.6%
XLI vs CPB
-36.1%
+107.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.5% | +2.9% | -4.4% | -1.6% |
| 30D | -0.3% | +17.6% | -17.9% | -0.7% |
| 3M | -8.4% | +2.0% | -10.4% | -8.4% |
| 6M | -2.1% | +11.6% | -13.7% | -2.6% |
| YTD | +9.6% | -13.8% | +23.4% | +10.6% |
| 1Y | +10.7% | -21.6% | +32.2% | +12.4% |
| 3Y | +71.6% | -35.8% | +107.4% | +74.8% |
| All | +71.6% | -36.1% | +107.6% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling