+260.1%
XLF vs CF
+5,315.1%
-5,055.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -0.8% | +2.8% | -3.6% | -2.3% |
| 6M | +11.0% | +0.6% | +10.4% | +9.2% |
| YTD | +5.6% | +56.6% | -51.0% | -10.6% |
| 1Y | +10.8% | +49.6% | -38.8% | -5.1% |
| 3Y | +77.8% | +61.5% | +16.3% | +44.6% |
| 5Y | +55.6% | +124.0% | -68.3% | +7.9% |
| 10Y | +252.5% | +573.2% | -320.7% | +62.0% |
| All | +260.1% | +5,315.1% | -5,055.1% | -14.4% |
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 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