+1.0%
XLU vs CF
+35.9%
-34.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.5% |
| 7D | +2.6% | -6.9% | +9.5% | +2.7% |
| 30D | +9.1% | -3.7% | +12.8% | +9.2% |
| 3M | -0.4% | -5.0% | +4.6% | -0.3% |
| 6M | -4.7% | -10.5% | +5.8% | -4.6% |
| YTD | +4.3% | +46.5% | -42.2% | +0.5% |
| 1Y | +1.0% | +34.8% | -33.8% | -2.7% |
| All | +1.0% | +35.9% | -34.9% | -2.7% |
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