+28.3%
XLP vs CPB
-40.0%
+68.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | -1.0% | -8.6% | +7.6% | +1.2% |
| 30D | -0.9% | -7.2% | +6.4% | +0.9% |
| 3M | +3.8% | +0.9% | +2.9% | +3.2% |
| 6M | -1.7% | -11.8% | +10.1% | +0.9% |
| YTD | +10.3% | -19.4% | +29.7% | +15.6% |
| 1Y | +7.8% | -30.4% | +38.2% | +17.2% |
| All | +28.3% | -40.0% | +68.3% | +45.7% |
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