+561.3%
XLP vs CPB
-0.5%
+561.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +3.5% | +11.6% | -8.1% | -0.3% |
| 30D | +11.6% | +23.3% | -11.8% | +3.9% |
| 3M | +7.6% | +1.6% | +6.0% | +6.5% |
| 6M | +10.0% | +13.9% | -3.9% | +4.4% |
| YTD | +19.7% | -11.7% | +31.4% | +23.1% |
| 1Y | +23.5% | -18.2% | +41.7% | +30.1% |
| 3Y | +44.0% | -35.2% | +79.1% | +61.6% |
| 5Y | +42.7% | -30.5% | +73.2% | +54.9% |
| 10Y | +131.3% | -37.1% | +168.5% | +149.0% |
| All | +561.3% | -0.5% | +561.7% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling