+61.0%
XLC vs CF
+57.7%
+3.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | -5.8% | +4.3% | -10.1% | -5.9% |
| 3M | -5.4% | +2.8% | -8.2% | -5.6% |
| 6M | -10.2% | +0.6% | -10.8% | -10.3% |
| YTD | -10.2% | +56.6% | -66.8% | -15.0% |
| 1Y | -5.6% | +49.6% | -55.2% | -10.2% |
| 3Y | +61.0% | +61.5% | -0.5% | +46.5% |
| All | +61.0% | +57.7% | +3.3% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling