+41.9%
XLP vs CPB
-36.0%
+77.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | +0.7% | +8.0% | -7.2% | -1.3% |
| 30D | +10.3% | +22.4% | -12.1% | +4.5% |
| 3M | +6.5% | +2.5% | +4.0% | +5.4% |
| 6M | +8.4% | +12.2% | -3.8% | +4.5% |
| YTD | +18.2% | -12.8% | +31.0% | +21.1% |
| 1Y | +22.4% | -19.2% | +41.6% | +27.9% |
| 3Y | +41.9% | -35.6% | +77.5% | +60.0% |
| All | +41.9% | -36.0% | +77.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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