+1,080.1%
XLI vs CPB
-5.0%
+1,085.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +4.3% | -5.8% | +10.1% | +5.8% |
| 30D | +0.5% | +16.5% | -16.0% | -3.6% |
| 3M | -8.6% | -1.1% | -7.5% | -8.9% |
| 6M | -2.3% | +11.5% | -13.8% | -6.2% |
| YTD | +10.1% | -15.7% | +25.9% | +13.1% |
| 1Y | +11.0% | -24.7% | +35.7% | +17.4% |
| 3Y | +72.3% | -37.3% | +109.6% | +87.7% |
| 5Y | +70.8% | -35.0% | +105.9% | +81.5% |
| 10Y | +228.7% | -41.0% | +269.8% | +242.1% |
| All | +1,080.1% | -5.0% | +1,085.1% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling