+253.9%
XLI vs CF
+575.3%
-321.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | -1.1% | +6.0% | -7.1% | -2.4% |
| 30D | -5.9% | +14.8% | -20.8% | -9.0% |
| 3M | -0.3% | +14.1% | -14.3% | -3.8% |
| 6M | +0.1% | +28.5% | -28.4% | -8.1% |
| YTD | +13.6% | +74.9% | -61.4% | -4.1% |
| 1Y | +17.2% | +61.7% | -44.5% | +0.7% |
| 3Y | +68.2% | +80.3% | -12.1% | +36.6% |
| 5Y | +80.7% | +226.0% | -145.2% | +13.8% |
| All | +253.9% | +575.3% | -321.5% | +79.5% |
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 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