+42.7%
XLP vs CB
+107.2%
-64.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.5% | +2.6% | +0.9% | +2.6% |
| 30D | +11.6% | +11.2% | +0.4% | +7.8% |
| 3M | +7.6% | +5.7% | +1.9% | +5.7% |
| 6M | +10.0% | +15.9% | -5.9% | +4.7% |
| YTD | +19.7% | +20.2% | -0.4% | +12.5% |
| 1Y | +23.5% | +32.4% | -8.9% | +12.4% |
| 3Y | +44.0% | +75.5% | -31.5% | +18.9% |
| 5Y | +42.7% | +105.5% | -62.8% | +10.9% |
| All | +42.7% | +107.2% | -64.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling