+896.5%
XLV vs CPB
-7.0%
+903.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.7% | -8.0% | +4.3% | -1.9% |
| 30D | -1.1% | -2.4% | +1.3% | -0.7% |
| 3M | +8.2% | +0.5% | +7.7% | +7.7% |
| 6M | +8.9% | -10.5% | +19.4% | +11.1% |
| YTD | +8.5% | -17.5% | +26.1% | +12.6% |
| 1Y | +22.3% | -31.0% | +53.3% | +32.1% |
| 3Y | +32.6% | -40.6% | +73.3% | +46.6% |
| 5Y | +34.4% | -37.7% | +72.1% | +45.5% |
| 10Y | +175.4% | -43.4% | +218.8% | +195.0% |
| All | +896.5% | -7.0% | +903.6% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling