+135.9%
XLU vs CP
+232.0%
-96.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -3.3% | -3.7% | +0.4% | -2.2% |
| 3M | -3.2% | +0.1% | -3.3% | -3.4% |
| 6M | -7.0% | +7.8% | -14.8% | -9.5% |
| YTD | +0.6% | +21.7% | -21.1% | -6.1% |
| 1Y | +2.4% | +18.6% | -16.2% | -3.7% |
| 3Y | +46.3% | +17.5% | +28.7% | +35.3% |
| 5Y | +44.0% | +35.4% | +8.6% | +24.9% |
| All | +135.9% | +232.0% | -96.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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