+46.7%
XLU vs CPB
-43.2%
+89.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.4% |
| 7D | -1.2% | -5.4% | +4.2% | -0.4% |
| 30D | -2.5% | -7.8% | +5.3% | -1.6% |
| 3M | -2.7% | -6.9% | +4.2% | -2.0% |
| 6M | -7.5% | -12.2% | +4.7% | -6.0% |
| YTD | +0.9% | -21.1% | +22.0% | +4.3% |
| 1Y | +3.3% | -33.5% | +36.8% | +10.2% |
| All | +46.7% | -43.2% | +89.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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