+26.9%
XLV vs CF
+62.4%
-35.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.2% |
| 7D | +0.2% | +6.0% | -5.8% | +0.5% |
| 30D | +4.4% | +14.8% | -10.4% | +5.3% |
| 3M | +13.2% | +14.1% | -0.8% | +14.2% |
| 6M | +10.1% | +28.5% | -18.4% | +11.9% |
| YTD | +11.7% | +74.9% | -63.2% | +14.1% |
| 1Y | +26.9% | +61.7% | -34.8% | +30.3% |
| All | +26.9% | +62.4% | -35.5% | +30.3% |
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 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