+632.0%
XLU vs CNC
+5,485.4%
-4,853.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -3.3% | -1.0% | -2.3% | -3.2% |
| 3M | -3.2% | +4.5% | -7.7% | -3.9% |
| 6M | -7.0% | +85.2% | -92.2% | -14.3% |
| YTD | +0.6% | +61.4% | -60.8% | -6.2% |
| 1Y | +2.4% | +94.9% | -92.5% | -7.1% |
| 3Y | +46.3% | 0.0% | +46.3% | +40.4% |
| 5Y | +44.0% | +11.2% | +32.8% | +35.3% |
| 10Y | +140.1% | +98.7% | +41.4% | +106.8% |
| All | +632.0% | +5,485.4% | -4,853.4% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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