+1,117.7%
XLY vs CB
+2,095.3%
-977.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -4.9% | -3.9% | -1.0% | -3.6% |
| 3M | -1.0% | +4.9% | -5.9% | -3.1% |
| 6M | 0.0% | +3.3% | -3.3% | -1.7% |
| YTD | -4.2% | +8.5% | -12.7% | -7.6% |
| 1Y | -2.7% | +22.1% | -24.7% | -10.2% |
| 3Y | +38.4% | +70.1% | -31.7% | +12.1% |
| 5Y | +28.9% | +97.4% | -68.5% | -1.8% |
| 10Y | +214.7% | +216.8% | -2.1% | +96.6% |
| All | +1,117.7% | +2,095.3% | -977.6% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling