+35.5%
XLV vs CPB
-41.0%
+76.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.3% |
| 30D | -1.8% | -7.1% | +5.3% | -0.6% |
| 3M | +7.8% | -6.0% | +13.8% | +8.8% |
| 6M | +9.1% | -5.3% | +14.4% | +9.8% |
| YTD | +7.7% | -20.8% | +28.6% | +12.0% |
| 1Y | +20.4% | -33.8% | +54.3% | +29.7% |
| 3Y | +30.8% | -43.7% | +74.5% | +43.9% |
| All | +35.5% | -41.0% | +76.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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