+32.0%
XLP vs CNC
+1.4%
+30.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | -1.3% | -1.8% | +0.5% | -1.2% |
| 3M | +1.8% | -0.7% | +2.5% | +1.8% |
| 6M | -0.8% | +47.9% | -48.8% | -4.2% |
| YTD | +9.5% | +56.9% | -47.4% | +5.0% |
| 1Y | +7.2% | +123.9% | -116.8% | -1.1% |
| 3Y | +27.1% | -1.3% | +28.4% | +25.3% |
| 5Y | +32.0% | +2.8% | +29.3% | +30.9% |
| All | +32.0% | +1.4% | +30.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling