+243.8%
XLF vs CF
+561.7%
-317.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.2% | -3.2% | +4.3% | +1.8% |
| 30D | +6.3% | +4.3% | +2.0% | +5.0% |
| 3M | -0.8% | +2.8% | -3.6% | -2.1% |
| 6M | +11.0% | +0.6% | +10.4% | +9.4% |
| YTD | +5.6% | +56.6% | -51.0% | -9.8% |
| 1Y | +10.8% | +49.6% | -38.8% | -4.3% |
| 3Y | +77.8% | +61.5% | +16.3% | +45.5% |
| 5Y | +55.6% | +124.0% | -68.3% | +5.4% |
| All | +243.8% | +561.7% | -317.9% | +55.6% |
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