+169.4%
XLV vs CB
+225.8%
-56.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +7.8% | +3.8% | +4.0% | +6.2% |
| 6M | +9.1% | +5.8% | +3.4% | +6.7% |
| YTD | +7.7% | +9.4% | -1.6% | +3.9% |
| 1Y | +20.4% | +20.7% | -0.2% | +11.8% |
| 3Y | +30.8% | +70.1% | -39.3% | +5.8% |
| 5Y | +34.6% | +101.4% | -66.7% | +1.0% |
| All | +169.4% | +225.8% | -56.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling