+1,117.7%
XLY vs CP
+6,895.9%
-5,778.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | +2.4% | -3.0% | -1.5% |
| 30D | -4.9% | -0.5% | -4.4% | -4.7% |
| 3M | -1.0% | +1.4% | -2.4% | -1.8% |
| 6M | 0.0% | +10.3% | -10.3% | -4.4% |
| YTD | -4.2% | +24.3% | -28.5% | -13.0% |
| 1Y | -2.7% | +20.4% | -23.1% | -10.7% |
| 3Y | +38.4% | +21.8% | +16.7% | +25.0% |
| 5Y | +28.9% | +31.5% | -2.6% | +11.9% |
| 10Y | +214.7% | +223.2% | -8.5% | +86.5% |
| All | +1,117.7% | +6,895.9% | -5,778.1% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling