+41.9%
XLP vs CNC
+0.4%
+41.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -1.0% |
| 7D | +0.7% | +1.9% | -1.1% | +0.6% |
| 30D | +10.3% | +7.3% | +2.9% | +9.9% |
| 3M | +6.5% | +8.6% | -2.1% | +6.2% |
| 6M | +8.4% | +26.0% | -17.7% | +7.3% |
| YTD | +18.2% | +69.5% | -51.3% | +15.6% |
| 1Y | +22.4% | +88.0% | -65.6% | +19.1% |
| 3Y | +41.9% | -2.9% | +44.8% | +42.7% |
| All | +41.9% | +0.4% | +41.5% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling