+215.2%
XLY vs CP
+232.0%
-16.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.7% | -2.6% | +0.9% | -0.5% |
| 30D | -4.2% | -3.7% | -0.4% | -2.5% |
| 3M | -2.7% | +0.1% | -2.8% | -3.1% |
| 6M | -0.6% | +7.8% | -8.5% | -4.8% |
| YTD | -5.0% | +21.7% | -26.7% | -14.6% |
| 1Y | -4.1% | +18.6% | -22.7% | -12.8% |
| 3Y | +33.6% | +17.5% | +16.1% | +19.8% |
| 5Y | +28.7% | +35.4% | -6.6% | +6.2% |
| All | +215.2% | +232.0% | -16.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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