+43.7%
XLP vs CP
+28.7%
+15.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.5% | +6.1% | -2.6% | +2.3% |
| 30D | +11.6% | +9.8% | +1.8% | +9.5% |
| 3M | +7.6% | +2.7% | +4.9% | +6.9% |
| 6M | +10.0% | +12.8% | -2.8% | +7.4% |
| YTD | +19.7% | +28.2% | -8.4% | +14.1% |
| 1Y | +23.5% | +34.1% | -10.7% | +16.6% |
| All | +43.7% | +28.7% | +15.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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