+16.8%
XLI vs CF
+60.9%
-44.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +0.9% |
| 30D | -5.8% | +18.1% | -23.9% | -4.3% |
| 3M | +0.7% | +23.4% | -22.7% | +2.7% |
| 6M | +3.2% | +17.1% | -13.9% | +3.8% |
| YTD | +13.0% | +76.2% | -63.2% | +9.2% |
| 1Y | +16.8% | +62.3% | -45.5% | +14.0% |
| All | +16.8% | +60.9% | -44.2% | +14.0% |
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