+44.2%
XLU vs CPB
-41.0%
+85.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | -3.3% | -7.1% | +3.8% | -2.1% |
| 3M | -3.2% | -6.0% | +2.9% | -2.4% |
| 6M | -7.0% | -5.3% | -1.7% | -6.6% |
| YTD | +0.6% | -20.8% | +21.5% | +4.9% |
| 1Y | +2.4% | -33.8% | +36.3% | +11.3% |
| 3Y | +46.3% | -43.7% | +90.0% | +63.5% |
| All | +44.2% | -41.0% | +85.2% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling