+235.2%
XLI vs CF
+546.3%
-311.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -0.2% | +6.9% | -7.2% | -1.9% |
| 3M | -8.6% | +4.8% | -13.4% | -10.1% |
| 6M | -2.0% | +4.7% | -6.6% | -4.3% |
| YTD | +9.7% | +56.5% | -46.7% | -5.5% |
| 1Y | +11.4% | +48.4% | -37.0% | -2.9% |
| 3Y | +74.2% | +59.1% | +15.1% | +45.1% |
| 5Y | +70.0% | +109.5% | -39.6% | +21.8% |
| 10Y | +235.2% | +487.0% | -251.7% | +74.2% |
| All | +235.2% | +546.3% | -311.0% | +74.2% |
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