+44.0%
XLP vs CAH
+505.3%
-461.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.2% |
| 7D | +2.5% | +3.5% | -0.9% | +1.9% |
| 30D | +7.3% | +13.5% | -6.2% | +4.7% |
| 3M | +8.1% | +21.8% | -13.8% | +4.0% |
| 6M | +10.5% | +51.5% | -41.0% | +2.0% |
| YTD | +21.2% | +38.1% | -16.9% | +13.4% |
| 1Y | +22.7% | +37.7% | -15.0% | +14.9% |
| 3Y | +44.8% | +179.6% | -134.8% | +13.8% |
| All | +44.0% | +505.3% | -461.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling