+28.6%
XLB vs CF
+114.1%
-85.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +4.8% | -4.2% | -0.1% |
| 30D | +5.2% | +4.7% | +0.4% | +4.4% |
| 3M | +0.3% | +7.4% | -7.1% | -1.0% |
| 6M | +1.2% | +0.6% | +0.6% | +0.6% |
| YTD | +16.6% | +64.1% | -47.5% | +4.3% |
| 1Y | +21.4% | +51.4% | -30.0% | +10.2% |
| 3Y | +43.2% | +67.8% | -24.6% | +25.0% |
| All | +28.6% | +114.1% | -85.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling