+508.9%
XLP vs CP
+6,932.0%
-6,423.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -0.9% | +0.2% | -1.0% | -1.0% |
| 3M | +3.8% | +2.6% | +1.2% | +3.2% |
| 6M | -1.7% | +6.0% | -7.7% | -3.1% |
| YTD | +10.3% | +24.9% | -14.7% | +4.9% |
| 1Y | +7.8% | +20.1% | -12.3% | +3.3% |
| 3Y | +27.2% | +16.4% | +10.8% | +21.5% |
| 5Y | +32.5% | +31.7% | +0.8% | +22.4% |
| 10Y | +101.8% | +223.9% | -122.1% | +53.6% |
| All | +508.9% | +6,932.0% | -6,423.0% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling