+246.4%
XLF vs CF
+589.1%
-342.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -0.5% | +18.1% | -18.6% | -4.7% |
| 3M | +10.6% | +23.4% | -12.7% | +4.5% |
| 6M | +14.3% | +17.1% | -2.8% | +7.3% |
| YTD | +5.5% | +76.2% | -70.7% | -11.9% |
| 1Y | +9.6% | +62.3% | -52.7% | -6.7% |
| 3Y | +75.2% | +71.8% | +3.3% | +42.4% |
| 5Y | +65.5% | +234.6% | -169.0% | -1.1% |
| 10Y | +246.4% | +574.3% | -327.8% | +62.1% |
| All | +246.4% | +589.1% | -342.7% | +62.1% |
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