+64.1%
XLI vs CF
+120.6%
-56.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.8% | -3.2% | +0.3% | -2.6% |
| 30D | -3.1% | +4.3% | -7.4% | -3.5% |
| 3M | -11.7% | +2.8% | -14.5% | -12.2% |
| 6M | -7.6% | +0.6% | -8.2% | -8.1% |
| YTD | +5.7% | +56.6% | -50.9% | -2.5% |
| 1Y | +7.8% | +49.6% | -41.8% | 0.0% |
| 3Y | +67.4% | +61.5% | +5.9% | +51.1% |
| All | +64.1% | +120.6% | -56.4% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling