+28.4%
XLY vs CPB
-41.0%
+69.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | -4.2% | -7.1% | +2.9% | -3.8% |
| 3M | -2.7% | -6.0% | +3.4% | -2.5% |
| 6M | -0.6% | -5.3% | +4.6% | -0.4% |
| YTD | -5.0% | -20.8% | +15.8% | -4.1% |
| 1Y | -4.1% | -33.8% | +29.7% | -2.2% |
| 3Y | +33.6% | -43.7% | +77.3% | +36.3% |
| All | +28.4% | -41.0% | +69.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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