+631.5%
XLU vs CPB
-10.8%
+642.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -3.3% | -7.1% | +3.8% | -1.5% |
| 3M | -3.2% | -6.0% | +2.9% | -2.0% |
| 6M | -7.0% | -5.3% | -1.7% | -6.4% |
| YTD | +0.6% | -20.8% | +21.5% | +6.4% |
| 1Y | +2.4% | -33.8% | +36.3% | +13.8% |
| 3Y | +46.3% | -43.7% | +90.0% | +68.1% |
| 5Y | +44.0% | -40.7% | +84.7% | +61.1% |
| 10Y | +140.1% | -45.7% | +185.8% | +165.6% |
| All | +631.5% | -10.8% | +642.2% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling