+1.0%
XLU vs CB
+34.9%
-33.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.1% |
| 7D | +2.6% | +5.3% | -2.6% | +1.7% |
| 30D | +9.1% | +13.2% | -4.1% | +7.1% |
| 3M | -0.4% | +7.8% | -8.2% | -1.7% |
| 6M | -4.7% | +15.8% | -20.5% | -7.1% |
| YTD | +4.3% | +21.0% | -16.7% | +1.7% |
| 1Y | +1.0% | +32.2% | -31.2% | -3.4% |
| All | +1.0% | +34.9% | -33.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling