+573.9%
XLP vs CNC
+5,764.6%
-5,190.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.6% |
| 7D | +0.7% | +1.9% | -1.1% | +0.5% |
| 30D | +10.3% | +7.3% | +2.9% | +9.3% |
| 3M | +6.5% | +8.6% | -2.1% | +5.5% |
| 6M | +8.4% | +26.0% | -17.7% | +5.4% |
| YTD | +18.2% | +69.5% | -51.3% | +10.6% |
| 1Y | +22.4% | +88.0% | -65.6% | +13.1% |
| 3Y | +41.9% | -2.9% | +44.8% | +37.5% |
| 5Y | +40.9% | -6.0% | +46.8% | +36.1% |
| 10Y | +128.4% | +126.4% | +2.0% | +97.0% |
| All | +573.9% | +5,764.6% | -5,190.7% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling