+169.9%
XLV vs CF
+606.5%
-436.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -4.4% | -2.0% | -2.4% | -4.2% |
| 30D | -1.4% | +15.3% | -16.7% | -3.2% |
| 3M | +8.9% | +24.3% | -15.4% | +5.6% |
| 6M | +9.1% | +23.9% | -14.8% | +4.9% |
| YTD | +7.9% | +77.3% | -69.3% | -1.8% |
| 1Y | +22.7% | +58.7% | -36.0% | +13.3% |
| 3Y | +31.9% | +72.8% | -40.9% | +18.5% |
| 5Y | +34.9% | +228.8% | -193.9% | +4.0% |
| All | +169.9% | +606.5% | -436.6% | +75.8% |
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