+136.0%
XLC vs CF
+239.8%
-103.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +4.8% | -1.1% | +3.0% |
| 30D | -1.9% | +4.7% | -6.6% | -2.8% |
| 3M | -3.1% | +7.4% | -10.5% | -4.5% |
| 6M | -6.4% | +0.6% | -7.0% | -7.1% |
| YTD | -6.8% | +64.1% | -70.9% | -16.9% |
| 1Y | -1.7% | +51.4% | -53.1% | -11.1% |
| 3Y | +64.7% | +67.8% | -3.1% | +43.1% |
| 5Y | +41.1% | +114.1% | -73.0% | +10.0% |
| All | +136.0% | +239.8% | -103.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling