+48.2%
XLU vs CP
+19.7%
+28.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -0.4% | -0.5% | 0.0% | -0.4% |
| 3M | -1.7% | +0.1% | -1.8% | -1.9% |
| 6M | -7.1% | +7.8% | -14.9% | -8.7% |
| YTD | +1.9% | +22.9% | -20.9% | -2.4% |
| 1Y | +6.1% | +21.3% | -15.2% | +1.7% |
| All | +48.2% | +19.7% | +28.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling