+152.2%
XLE vs CF
+125.5%
+26.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.1% | -5.1% |
| 7D | -10.3% | +0.4% | -10.7% | -10.5% |
| 30D | -3.3% | +2.2% | -5.5% | -4.2% |
| 3M | +8.2% | +2.1% | +6.1% | +6.9% |
| 6M | +5.0% | -6.5% | +11.6% | +6.6% |
| YTD | +40.6% | +55.6% | -15.0% | +16.9% |
| 1Y | +45.0% | +42.3% | +2.7% | +24.4% |
| 3Y | +56.3% | +55.7% | +0.6% | +26.2% |
| 5Y | +152.2% | +122.4% | +29.8% | +73.8% |
| All | +152.2% | +125.5% | +26.8% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling