+143.2%
XLU vs CF
+599.7%
-456.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +0.6% | -0.8% | +1.5% | +0.7% |
| 30D | -0.4% | +14.3% | -14.7% | -1.9% |
| 3M | -1.7% | +27.9% | -29.6% | -4.4% |
| 6M | -7.1% | +25.5% | -32.6% | -10.0% |
| YTD | +1.9% | +81.2% | -79.3% | -5.3% |
| 1Y | +6.1% | +66.5% | -60.4% | -0.6% |
| 3Y | +48.8% | +76.7% | -27.9% | +36.8% |
| 5Y | +43.8% | +237.8% | -194.0% | +18.8% |
| 10Y | +143.2% | +619.9% | -476.7% | +89.8% |
| All | +143.2% | +599.7% | -456.5% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling