+34.4%
XLV vs CF
+247.6%
-213.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -1.1% | +14.3% | -15.4% | -1.8% |
| 3M | +8.2% | +27.9% | -19.6% | +6.8% |
| 6M | +8.9% | +25.5% | -16.6% | +7.0% |
| YTD | +8.5% | +81.2% | -72.7% | +3.5% |
| 1Y | +22.3% | +66.5% | -44.2% | +17.3% |
| 3Y | +32.6% | +76.7% | -44.0% | +25.5% |
| 5Y | +34.4% | +237.8% | -203.4% | +20.0% |
| All | +34.4% | +247.6% | -213.2% | +20.0% |
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