+167.2%
XLE vs CF
+557.2%
-389.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.1% | -5.7% |
| 7D | -10.3% | +0.4% | -10.7% | -10.6% |
| 30D | -3.3% | +2.2% | -5.5% | -4.5% |
| 3M | +8.2% | +2.1% | +6.1% | +6.5% |
| 6M | +5.0% | -6.5% | +11.6% | +6.8% |
| YTD | +40.6% | +55.6% | -15.0% | +11.3% |
| 1Y | +45.0% | +42.3% | +2.7% | +19.3% |
| 3Y | +56.3% | +55.7% | +0.6% | +18.9% |
| 5Y | +152.2% | +122.4% | +29.8% | +50.2% |
| All | +167.2% | +557.2% | -389.9% | +2.0% |
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 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