+23.5%
XLP vs CB
+31.4%
-7.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.5% | +2.6% | +0.9% | +2.5% |
| 30D | +11.6% | +11.2% | +0.4% | +7.7% |
| 3M | +7.6% | +5.7% | +1.9% | +5.5% |
| 6M | +10.0% | +15.9% | -5.9% | +4.8% |
| YTD | +19.7% | +20.2% | -0.4% | +13.3% |
| 1Y | +23.5% | +32.4% | -8.9% | +10.3% |
| All | +23.5% | +31.4% | -7.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling