+136.6%
XLU vs CB
+225.2%
-88.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.1% |
| 30D | -2.5% | -2.4% | -0.1% | -1.7% |
| 3M | -2.7% | +2.8% | -5.5% | -4.1% |
| 6M | -7.5% | +4.8% | -12.2% | -9.5% |
| YTD | +0.9% | +9.2% | -8.2% | -3.2% |
| 1Y | +3.3% | +22.8% | -19.5% | -5.7% |
| 3Y | +47.3% | +71.1% | -23.8% | +16.0% |
| 5Y | +44.4% | +101.0% | -56.6% | +4.4% |
| All | +136.6% | +225.2% | -88.6% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling