+160.4%
XLU vs CF
+481.7%
-321.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +0.7% | +4.8% | -4.0% | +0.2% |
| 30D | +5.6% | +9.7% | -4.1% | +4.5% |
| 3M | +2.1% | +1.2% | +0.9% | +1.8% |
| 6M | -0.9% | +7.4% | -8.2% | -2.1% |
| YTD | +4.6% | +60.5% | -56.0% | -2.1% |
| 1Y | +0.3% | +50.7% | -50.4% | -5.5% |
| 3Y | +58.6% | +64.8% | -6.2% | +46.0% |
| 5Y | +51.5% | +115.8% | -64.3% | +31.4% |
| All | +160.4% | +481.7% | -321.2% | +97.0% |
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