+566.3%
XLP vs CB
+2,347.4%
-1,781.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.9% |
| 7D | +5.9% | +5.3% | +0.6% | +4.7% |
| 30D | +13.5% | +13.2% | +0.2% | +10.4% |
| 3M | +8.4% | +7.8% | +0.7% | +6.6% |
| 6M | +11.5% | +15.8% | -4.2% | +7.9% |
| YTD | +20.6% | +21.0% | -0.3% | +15.4% |
| 1Y | +24.3% | +32.2% | -7.9% | +16.6% |
| 3Y | +45.1% | +76.7% | -31.6% | +27.1% |
| 5Y | +44.6% | +110.4% | -65.8% | +21.3% |
| 10Y | +133.1% | +261.0% | -127.9% | +71.1% |
| All | +566.3% | +2,347.4% | -1,781.1% | +230.4% |
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