+215.2%
XLY vs CB
+225.8%
-10.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | -2.7% | +3.8% | -6.5% | -4.5% |
| 6M | -0.6% | +5.8% | -6.4% | -3.4% |
| YTD | -5.0% | +9.4% | -14.4% | -9.1% |
| 1Y | -4.1% | +20.7% | -24.8% | -12.0% |
| 3Y | +33.6% | +70.1% | -36.5% | +4.4% |
| 5Y | +28.7% | +101.4% | -72.6% | -7.6% |
| All | +215.2% | +225.8% | -10.6% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling