+264.7%
XLF vs CF
+5,948.3%
-5,683.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +0.1% |
| 7D | 0.0% | +6.0% | -6.0% | -1.7% |
| 30D | +0.2% | +14.8% | -14.7% | -3.9% |
| 3M | +11.7% | +14.1% | -2.3% | +7.0% |
| 6M | +13.8% | +28.5% | -14.7% | +3.1% |
| YTD | +7.0% | +74.9% | -67.9% | -11.7% |
| 1Y | +9.1% | +61.7% | -52.5% | -8.2% |
| 3Y | +75.6% | +80.3% | -4.7% | +38.8% |
| 5Y | +66.4% | +226.0% | -159.5% | +3.1% |
| 10Y | +250.3% | +569.9% | -319.6% | +61.6% |
| All | +264.7% | +5,948.3% | -5,683.6% | -15.5% |
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