+472.0%
XLB vs CF
+5,277.9%
-4,805.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -4.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +5.2% | +2.2% | +3.0% | +4.2% |
| 3M | -0.1% | +2.1% | -2.2% | -1.6% |
| 6M | +2.4% | -6.5% | +8.9% | +2.8% |
| YTD | +16.9% | +55.6% | -38.7% | -2.4% |
| 1Y | +25.0% | +42.3% | -17.3% | +7.3% |
| 3Y | +40.7% | +55.7% | -15.1% | +13.9% |
| 5Y | +31.6% | +122.4% | -90.8% | -10.8% |
| 10Y | +175.3% | +568.5% | -393.3% | +17.6% |
| All | +472.0% | +5,277.9% | -4,805.9% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling