+72.4%
XLI vs CPB
-40.5%
+112.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.5% |
| 7D | +1.0% | -8.2% | +9.2% | +1.2% |
| 30D | -5.8% | -5.6% | -0.2% | -5.7% |
| 3M | +0.7% | +3.0% | -2.3% | +0.4% |
| 6M | +3.2% | -12.7% | +15.9% | +3.8% |
| YTD | +13.0% | -18.0% | +31.0% | +14.1% |
| 1Y | +16.8% | -31.7% | +48.5% | +19.5% |
| 3Y | +72.4% | -41.0% | +113.4% | +77.8% |
| All | +72.4% | -40.5% | +112.9% | +77.8% |
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