+127.5%
XLC vs CF
+224.3%
-96.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.9% | -3.2% | +8.1% | +5.3% |
| 30D | -5.8% | +4.3% | -10.1% | -6.6% |
| 3M | -5.4% | +2.8% | -8.2% | -6.3% |
| 6M | -10.2% | +0.6% | -10.8% | -11.0% |
| YTD | -10.2% | +56.6% | -66.8% | -19.3% |
| 1Y | -5.6% | +49.6% | -55.2% | -14.6% |
| 3Y | +61.0% | +61.5% | -0.5% | +40.7% |
| 5Y | +35.2% | +124.0% | -88.7% | +3.7% |
| All | +127.5% | +224.3% | -96.8% | +44.6% |
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