+508.9%
XLP vs CPB
-9.2%
+518.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.3% |
| 7D | -1.0% | -8.6% | +7.6% | +1.9% |
| 30D | -0.9% | -7.2% | +6.4% | +1.4% |
| 3M | +3.8% | +0.9% | +2.9% | +3.0% |
| 6M | -1.7% | -11.8% | +10.1% | +1.7% |
| YTD | +10.3% | -19.4% | +29.7% | +17.3% |
| 1Y | +7.8% | -30.4% | +38.2% | +20.1% |
| 3Y | +27.2% | -40.2% | +67.4% | +46.8% |
| 5Y | +32.5% | -39.5% | +72.0% | +51.1% |
| 10Y | +101.8% | -47.4% | +149.2% | +131.7% |
| All | +508.9% | -9.2% | +518.1% | +403.6% |
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