+42.0%
XLP vs CP
+24.4%
+17.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +0.7% | +2.8% | -2.0% | +0.1% |
| 30D | +10.3% | +10.2% | 0.0% | +7.7% |
| 3M | +6.5% | +2.4% | +4.2% | +5.8% |
| 6M | +8.4% | +7.7% | +0.7% | +6.3% |
| YTD | +18.2% | +26.0% | -7.8% | +11.2% |
| 1Y | +22.4% | +34.6% | -12.2% | +13.3% |
| 3Y | +41.9% | +26.7% | +15.2% | +30.8% |
| All | +42.0% | +24.4% | +17.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling