+128.8%
XLP vs CNC
+158.2%
-29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +0.1% | +3.0% | -3.0% | -0.4% |
| 30D | +8.9% | +4.9% | +4.1% | +8.2% |
| 3M | +7.5% | +4.2% | +3.3% | +6.7% |
| 6M | +9.4% | +22.5% | -13.0% | +6.1% |
| YTD | +19.3% | +66.6% | -47.3% | +10.2% |
| 1Y | +21.7% | +82.5% | -60.7% | +10.9% |
| 3Y | +44.0% | -4.1% | +48.1% | +40.1% |
| 5Y | +42.8% | -8.3% | +51.1% | +38.6% |
| 10Y | +128.8% | +153.6% | -24.8% | +102.7% |
| All | +128.8% | +158.2% | -29.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling