+31.0%
XLV vs CP
+18.1%
+13.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -4.4% | -2.7% | -1.7% | -3.8% |
| 30D | -1.4% | -3.4% | +2.0% | -0.7% |
| 3M | +8.9% | -0.6% | +9.5% | +8.9% |
| 6M | +9.1% | +6.3% | +2.8% | +7.3% |
| YTD | +7.9% | +21.2% | -13.2% | +3.0% |
| 1Y | +22.7% | +20.0% | +2.7% | +17.3% |
| All | +31.0% | +18.1% | +13.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling