+649.7%
XLU vs CB
+2,095.3%
-1,445.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | -0.4% | -3.9% | +3.5% | +0.6% |
| 3M | +0.5% | +4.9% | -4.4% | -0.9% |
| 6M | -5.8% | +3.3% | -9.0% | -6.8% |
| YTD | +3.1% | +8.5% | -5.4% | +0.6% |
| 1Y | +8.1% | +22.1% | -13.9% | +2.2% |
| 3Y | +50.5% | +70.1% | -19.6% | +30.1% |
| 5Y | +44.7% | +97.4% | -52.7% | +19.6% |
| 10Y | +136.8% | +216.8% | -80.0% | +71.0% |
| All | +649.7% | +2,095.3% | -1,445.6% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling