+1,101.4%
XLY vs CPB
-7.0%
+1,108.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -2.1% | -8.0% | +5.9% | -0.2% |
| 30D | -6.0% | -2.4% | -3.6% | -5.6% |
| 3M | -2.7% | +0.5% | -3.3% | -3.3% |
| 6M | -1.5% | -10.5% | +9.0% | +0.5% |
| YTD | -5.4% | -17.5% | +12.1% | -1.9% |
| 1Y | -3.8% | -31.0% | +27.2% | +4.0% |
| 3Y | +36.6% | -40.6% | +77.2% | +50.6% |
| 5Y | +27.4% | -37.7% | +65.1% | +36.3% |
| 10Y | +218.2% | -43.4% | +261.6% | +233.4% |
| All | +1,101.4% | -7.0% | +1,108.4% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling