+9.6%
XLF vs CF
+60.9%
-51.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.1% |
| 30D | -0.5% | +18.1% | -18.6% | +0.3% |
| 3M | +10.6% | +23.4% | -12.7% | +11.8% |
| 6M | +14.3% | +17.1% | -2.8% | +14.6% |
| YTD | +5.5% | +76.2% | -70.7% | +2.2% |
| 1Y | +9.6% | +62.3% | -52.7% | +7.6% |
| All | +9.6% | +60.9% | -51.4% | +7.6% |
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 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