+44.7%
XLU vs CF
+222.3%
-177.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | -0.4% | +18.1% | -18.4% | -1.4% |
| 3M | +0.5% | +23.4% | -22.9% | -0.8% |
| 6M | -5.8% | +17.1% | -22.9% | -7.1% |
| YTD | +3.1% | +76.2% | -73.1% | -1.2% |
| 1Y | +8.1% | +62.3% | -54.1% | +4.0% |
| 3Y | +50.5% | +71.8% | -21.3% | +43.0% |
| 5Y | +44.7% | +234.6% | -189.8% | +41.3% |
| All | +44.7% | +222.3% | -177.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling