+34.9%
XLV vs CB
+98.7%
-63.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.4% | -2.8% | -1.6% | -3.5% |
| 30D | -1.4% | -2.4% | +1.0% | -0.7% |
| 3M | +8.9% | +2.8% | +6.1% | +7.8% |
| 6M | +9.1% | +4.8% | +4.3% | +7.3% |
| YTD | +7.9% | +9.2% | -1.2% | +4.5% |
| 1Y | +22.7% | +22.8% | -0.1% | +14.2% |
| 3Y | +31.9% | +71.1% | -39.2% | +8.2% |
| 5Y | +34.9% | +101.0% | -66.1% | +4.4% |
| All | +34.9% | +98.7% | -63.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling