-6.3%
XLC vs CF
+47.2%
-53.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +4.9% | -3.2% | +8.1% | +4.7% |
| 30D | -5.8% | +4.3% | -10.1% | -5.4% |
| 3M | -5.4% | +2.8% | -8.2% | -5.0% |
| 6M | -10.2% | +0.6% | -10.8% | -9.7% |
| YTD | -10.2% | +56.6% | -66.8% | -9.2% |
| All | -6.3% | +47.2% | -53.5% | -5.0% |
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