+48.3%
XLE vs CF
+62.4%
-14.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.1% |
| 7D | +2.2% | +6.0% | -3.8% | +0.4% |
| 30D | +11.8% | +14.8% | -3.1% | +7.2% |
| 3M | +9.8% | +14.1% | -4.2% | +5.3% |
| 6M | +15.6% | +28.5% | -13.0% | +5.6% |
| YTD | +45.3% | +74.9% | -29.7% | +19.4% |
| 1Y | +48.3% | +61.7% | -13.4% | +24.6% |
| All | +48.3% | +62.4% | -14.1% | +24.6% |
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 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