+27.6%
XLY vs CB
+98.7%
-71.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -3.9% | -2.8% | -1.1% | -3.1% |
| 30D | -6.1% | -2.4% | -3.7% | -5.5% |
| 3M | -1.2% | +2.8% | -3.9% | -2.3% |
| 6M | -1.8% | +4.8% | -6.5% | -3.6% |
| YTD | -5.9% | +9.2% | -15.0% | -9.1% |
| 1Y | -3.1% | +22.8% | -25.9% | -10.3% |
| 3Y | +36.0% | +71.1% | -35.2% | +8.2% |
| 5Y | +27.6% | +101.0% | -73.4% | -5.4% |
| All | +27.6% | +98.7% | -71.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling