+14.7%
XLF vs CF
+35.9%
-21.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.2% |
| 7D | +5.5% | -6.9% | +12.3% | +5.0% |
| 30D | +9.9% | -3.7% | +13.6% | +9.6% |
| 3M | +2.6% | -5.0% | +7.6% | +2.5% |
| 6M | +15.6% | -10.5% | +26.0% | +15.0% |
| YTD | +9.4% | +46.5% | -37.1% | +5.5% |
| 1Y | +14.7% | +34.8% | -20.1% | +12.4% |
| All | +14.7% | +35.9% | -21.2% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling