+366.1%
XLE vs CF
+5,948.3%
-5,582.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.4% |
| 7D | +2.2% | +6.0% | -3.8% | -0.1% |
| 30D | +11.8% | +14.8% | -3.1% | +5.7% |
| 3M | +9.8% | +14.1% | -4.2% | +3.9% |
| 6M | +15.6% | +28.5% | -13.0% | +2.6% |
| YTD | +45.3% | +74.9% | -29.7% | +14.2% |
| 1Y | +48.3% | +61.7% | -13.4% | +19.7% |
| 3Y | +55.4% | +80.3% | -24.9% | +16.9% |
| 5Y | +216.1% | +226.0% | -9.9% | +80.8% |
| 10Y | +178.4% | +569.9% | -391.5% | +15.5% |
| All | +366.1% | +5,948.3% | -5,582.3% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling