+470.6%
XLB vs CF
+5,948.3%
-5,477.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.7% |
| 7D | -1.4% | +6.0% | -7.4% | -3.3% |
| 30D | -0.4% | +14.8% | -15.2% | -4.9% |
| 3M | +2.0% | +14.1% | -12.1% | -2.8% |
| 6M | +1.8% | +28.5% | -26.7% | -8.7% |
| YTD | +16.6% | +74.9% | -58.4% | -5.6% |
| 1Y | +16.9% | +61.7% | -44.7% | -3.3% |
| 3Y | +32.6% | +80.3% | -47.8% | +2.7% |
| 5Y | +35.6% | +226.0% | -190.3% | -19.0% |
| 10Y | +160.0% | +569.9% | -409.8% | +11.3% |
| All | +470.6% | +5,948.3% | -5,477.7% | +12.3% |
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