+215.2%
XLY vs CNC
+99.9%
+115.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -4.2% | -1.0% | -3.2% | -4.1% |
| 3M | -2.7% | +4.5% | -7.2% | -3.7% |
| 6M | -0.6% | +85.2% | -85.9% | -11.3% |
| YTD | -5.0% | +61.4% | -66.4% | -13.7% |
| 1Y | -4.1% | +94.9% | -99.0% | -16.3% |
| 3Y | +33.6% | 0.0% | +33.6% | +26.6% |
| 5Y | +28.7% | +11.2% | +17.5% | +16.6% |
| All | +215.2% | +99.9% | +115.3% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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