+592.6%
XLP vs CF
+4,965.4%
-4,372.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.8% | +3.8% |
| 7D | +5.9% | -6.9% | +12.7% | +6.6% |
| 30D | +13.5% | -3.7% | +17.2% | +13.8% |
| 3M | +8.4% | -5.0% | +13.4% | +8.7% |
| 6M | +11.5% | -10.5% | +22.0% | +12.3% |
| YTD | +20.6% | +46.5% | -25.9% | +14.7% |
| 1Y | +24.3% | +34.8% | -10.5% | +19.2% |
| 3Y | +45.1% | +46.7% | -1.6% | +36.5% |
| 5Y | +44.6% | +112.0% | -67.4% | +28.1% |
| 10Y | +133.1% | +529.7% | -396.6% | +76.8% |
| All | +592.6% | +4,965.4% | -4,372.8% | +291.8% |
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