+6.1%
XLU vs CF
+65.9%
-59.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.2% |
| 7D | +0.6% | -0.8% | +1.5% | +0.6% |
| 30D | -0.4% | +14.3% | -14.7% | -0.6% |
| 3M | -1.7% | +27.9% | -29.6% | -2.1% |
| 6M | -7.1% | +25.5% | -32.6% | -7.8% |
| YTD | +1.9% | +81.2% | -79.3% | -2.4% |
| 1Y | +6.1% | +66.5% | -60.4% | +2.2% |
| All | +6.1% | +65.9% | -59.8% | +2.2% |
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 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