+1,117.4%
XLI vs CPB
-9.2%
+1,126.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.3% |
| 7D | -1.1% | -8.6% | +7.5% | +1.1% |
| 30D | -5.9% | -7.2% | +1.3% | -4.4% |
| 3M | -0.3% | +0.9% | -1.1% | -1.2% |
| 6M | +0.1% | -11.8% | +11.9% | +2.4% |
| YTD | +13.6% | -19.4% | +33.0% | +18.5% |
| 1Y | +17.2% | -30.4% | +47.6% | +26.7% |
| 3Y | +68.2% | -40.2% | +108.4% | +85.9% |
| 5Y | +80.7% | -39.5% | +120.2% | +96.4% |
| 10Y | +253.3% | -47.4% | +300.6% | +282.2% |
| All | +1,117.4% | -9.2% | +1,126.6% | +846.9% |
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