+29.0%
XLB vs CF
+120.6%
-91.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.5% | -3.2% | +1.7% | -1.1% |
| 30D | +6.1% | +4.3% | +1.7% | +5.3% |
| 3M | 0.0% | +2.8% | -2.8% | -0.7% |
| 6M | 0.0% | +0.6% | -0.7% | -0.8% |
| YTD | +16.0% | +56.6% | -40.6% | +4.4% |
| 1Y | +24.7% | +49.6% | -24.9% | +13.2% |
| 3Y | +40.4% | +61.5% | -21.1% | +23.1% |
| All | +29.0% | +120.6% | -91.5% | +7.2% |
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