+6.8%
XLP vs CNC
+106.6%
-99.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -2.9% | -4.9% | +2.0% | -2.9% |
| 30D | -2.2% | -3.8% | +1.5% | -2.2% |
| 3M | -0.6% | -3.2% | +2.7% | -0.5% |
| 6M | -2.2% | +47.9% | -50.1% | -2.2% |
| YTD | +8.3% | +55.7% | -47.4% | +8.3% |
| All | +6.8% | +106.6% | -99.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling