+925.7%
XLV vs CB
+2,127.6%
-1,201.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +4.4% | -3.1% | +7.5% | +5.3% |
| 3M | +13.2% | +9.0% | +4.3% | +10.5% |
| 6M | +10.1% | +2.9% | +7.2% | +9.1% |
| YTD | +11.7% | +10.1% | +1.6% | +8.5% |
| 1Y | +26.9% | +22.8% | +4.1% | +19.6% |
| 3Y | +35.0% | +73.8% | -38.8% | +15.1% |
| 5Y | +35.9% | +99.2% | -63.3% | +11.0% |
| 10Y | +179.0% | +218.2% | -39.2% | +96.5% |
| All | +925.7% | +2,127.6% | -1,201.9% | +345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling