+167.2%
XLE vs CF
+561.7%
-394.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -12.0% | -3.2% | -8.8% | -10.9% |
| 30D | -2.7% | +4.3% | -7.1% | -4.7% |
| 3M | +6.6% | +2.8% | +3.8% | +4.6% |
| 6M | +9.5% | +0.6% | +8.9% | +7.9% |
| YTD | +40.6% | +56.6% | -16.1% | +10.9% |
| 1Y | +43.6% | +49.6% | -6.0% | +15.5% |
| 3Y | +58.1% | +61.5% | -3.4% | +18.2% |
| 5Y | +152.2% | +124.0% | +28.2% | +49.7% |
| All | +167.2% | +561.7% | -394.5% | +1.7% |
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