+42.7%
XLP vs CP
+27.2%
+15.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.5% | +6.1% | -2.6% | +2.0% |
| 30D | +11.6% | +9.8% | +1.8% | +9.0% |
| 3M | +7.6% | +2.7% | +4.9% | +6.8% |
| 6M | +10.0% | +12.8% | -2.8% | +6.6% |
| YTD | +19.7% | +28.2% | -8.4% | +12.2% |
| 1Y | +23.5% | +34.1% | -10.7% | +14.3% |
| 3Y | +44.0% | +28.9% | +15.1% | +32.2% |
| 5Y | +42.7% | +27.1% | +15.6% | +29.1% |
| All | +42.7% | +27.2% | +15.5% | +29.1% |
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