+899.8%
XLV vs CP
+6,895.9%
-5,996.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -2.6% | +2.4% | -5.1% | -3.3% |
| 30D | +0.9% | -0.5% | +1.4% | +1.0% |
| 3M | +10.0% | +1.4% | +8.5% | +9.4% |
| 6M | +10.4% | +10.3% | +0.1% | +7.2% |
| YTD | +8.9% | +24.3% | -15.4% | +2.2% |
| 1Y | +23.4% | +20.4% | +2.9% | +16.7% |
| 3Y | +33.1% | +21.8% | +11.3% | +24.0% |
| 5Y | +33.3% | +31.5% | +1.8% | +20.3% |
| 10Y | +170.8% | +223.2% | -52.4% | +89.3% |
| All | +899.8% | +6,895.9% | -5,996.1% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling