+169.1%
XLB vs CF
+561.7%
-392.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | +6.1% | +4.3% | +1.7% | +4.6% |
| 3M | 0.0% | +2.8% | -2.8% | -1.3% |
| 6M | 0.0% | +0.6% | -0.7% | -1.5% |
| YTD | +16.0% | +56.6% | -40.6% | -1.6% |
| 1Y | +24.7% | +49.6% | -24.9% | +7.1% |
| 3Y | +40.4% | +61.5% | -21.1% | +14.5% |
| 5Y | +30.7% | +124.0% | -93.3% | -10.5% |
| All | +169.1% | +561.7% | -392.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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