+471.5%
XLU vs CF
+5,310.1%
-4,838.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -0.9% | +1.1% | +0.3% |
| 30D | +5.7% | +6.9% | -1.2% | +4.8% |
| 3M | +1.2% | +4.8% | -3.7% | +0.3% |
| 6M | -0.7% | +4.7% | -5.4% | -1.8% |
| YTD | +4.7% | +56.5% | -51.8% | -2.4% |
| 1Y | +0.4% | +48.4% | -48.0% | -5.8% |
| 3Y | +59.6% | +59.1% | +0.5% | +46.5% |
| 5Y | +52.9% | +109.5% | -56.6% | +32.1% |
| 10Y | +153.5% | +487.0% | -333.5% | +80.1% |
| All | +471.5% | +5,310.1% | -4,838.6% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling