+41.9%
XLP vs CP
+26.5%
+15.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +0.7% | +2.8% | -2.0% | +0.2% |
| 30D | +10.3% | +10.2% | 0.0% | +8.2% |
| 3M | +6.5% | +2.4% | +4.2% | +5.9% |
| 6M | +8.4% | +7.7% | +0.7% | +6.7% |
| YTD | +18.2% | +26.0% | -7.8% | +13.0% |
| 1Y | +22.4% | +34.6% | -12.2% | +15.7% |
| 3Y | +41.9% | +26.7% | +15.2% | +34.6% |
| All | +41.9% | +26.5% | +15.4% | +34.6% |
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