+508.9%
XLP vs CB
+2,127.6%
-1,618.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -0.9% | -3.1% | +2.2% | -0.2% |
| 3M | +3.8% | +9.0% | -5.1% | +1.8% |
| 6M | -1.7% | +2.9% | -4.6% | -2.5% |
| YTD | +10.3% | +10.1% | +0.1% | +7.7% |
| 1Y | +7.8% | +22.8% | -15.0% | +2.7% |
| 3Y | +27.2% | +73.8% | -46.6% | +11.8% |
| 5Y | +32.5% | +99.2% | -66.6% | +12.5% |
| 10Y | +101.8% | +218.2% | -116.4% | +52.1% |
| All | +508.9% | +2,127.6% | -1,618.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling