+749.0%
XLV vs CF
+5,573.7%
-4,824.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.2% | +4.8% | -2.6% | +1.6% |
| 30D | +8.6% | +4.7% | +3.8% | +7.8% |
| 3M | +12.6% | +7.4% | +5.2% | +11.2% |
| 6M | +29.8% | +0.6% | +29.2% | +29.1% |
| YTD | +23.5% | +64.1% | -40.6% | +13.7% |
| 1Y | +25.7% | +51.4% | -25.7% | +17.0% |
| 3Y | +56.3% | +67.8% | -11.5% | +41.6% |
| 5Y | +53.1% | +114.1% | -61.0% | +30.5% |
| 10Y | +216.7% | +480.1% | -263.4% | +123.5% |
| All | +749.0% | +5,573.7% | -4,824.7% | +312.5% |
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