+2.8%
XLU vs CP
+19.7%
-16.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | -2.5% | -3.4% | +0.8% | -2.0% |
| 3M | -2.7% | -0.6% | -2.1% | -2.9% |
| 6M | -7.5% | +6.3% | -13.8% | -8.9% |
| YTD | +0.9% | +21.2% | -20.2% | -2.7% |
| All | +2.8% | +19.7% | -16.9% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling