+176.5%
XLE vs CF
+478.3%
-301.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +0.9% |
| 7D | +4.4% | +5.4% | -1.0% | +2.0% |
| 30D | -4.3% | +6.5% | -10.8% | -7.1% |
| 3M | +6.0% | +4.6% | +1.4% | +3.3% |
| 6M | +13.2% | -3.3% | +16.5% | +13.7% |
| YTD | +46.7% | +63.9% | -17.2% | +13.3% |
| 1Y | +46.6% | +50.4% | -3.8% | +17.6% |
| 3Y | +69.6% | +68.2% | +1.3% | +24.3% |
| 5Y | +166.5% | +113.8% | +52.7% | +62.0% |
| All | +176.5% | +478.3% | -301.8% | +6.3% |
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