+566.3%
XLP vs CP
+7,163.5%
-6,597.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.6% |
| 7D | +5.9% | +5.6% | +0.3% | +4.7% |
| 30D | +13.5% | +10.0% | +3.4% | +11.2% |
| 3M | +8.4% | +4.4% | +4.0% | +7.4% |
| 6M | +11.5% | +14.1% | -2.5% | +8.4% |
| YTD | +20.6% | +29.1% | -8.4% | +14.0% |
| 1Y | +24.3% | +34.6% | -10.2% | +16.4% |
| 3Y | +45.1% | +29.8% | +15.3% | +35.5% |
| 5Y | +44.6% | +28.7% | +15.9% | +34.2% |
| 10Y | +133.1% | +267.3% | -134.2% | +73.4% |
| All | +566.3% | +7,163.5% | -6,597.2% | +185.0% |
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