+700.8%
XLI vs CF
+5,315.1%
-4,614.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.8% | -3.2% | +0.3% | -2.3% |
| 30D | -3.1% | +4.3% | -7.4% | -4.3% |
| 3M | -11.7% | +2.8% | -14.5% | -12.9% |
| 6M | -7.6% | +0.6% | -8.2% | -8.9% |
| YTD | +5.7% | +56.6% | -50.9% | -8.0% |
| 1Y | +7.8% | +49.6% | -41.8% | -5.2% |
| 3Y | +67.4% | +61.5% | +5.9% | +41.3% |
| 5Y | +64.8% | +124.0% | -59.2% | +22.7% |
| 10Y | +241.2% | +573.2% | -332.0% | +83.4% |
| All | +700.8% | +5,315.1% | -4,614.3% | +146.2% |
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 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