-5.8%
XLC vs CF
+35.9%
-41.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.1% |
| 7D | +1.8% | -6.9% | +8.6% | +1.1% |
| 30D | -6.0% | -3.7% | -2.2% | -6.3% |
| 3M | -6.0% | -5.0% | -1.1% | -6.3% |
| 6M | -9.1% | -10.5% | +1.4% | -9.6% |
| YTD | -10.0% | +46.5% | -56.5% | -10.6% |
| 1Y | -5.8% | +34.8% | -40.6% | -5.5% |
| All | -5.8% | +35.9% | -41.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling