+43.8%
XLU vs CB
+98.0%
-54.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | -0.4% | -3.1% | +2.6% | +0.4% |
| 3M | -1.7% | +4.2% | -5.9% | -3.2% |
| 6M | -7.1% | +4.7% | -11.8% | -8.7% |
| YTD | +1.9% | +8.8% | -6.9% | -1.2% |
| 1Y | +6.1% | +22.6% | -16.5% | -1.3% |
| 3Y | +48.8% | +70.6% | -21.9% | +23.2% |
| 5Y | +43.8% | +99.4% | -55.6% | +12.5% |
| All | +43.8% | +98.0% | -54.2% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling