+233.4%
XLY vs CF
+479.1%
-245.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | +4.8% | -2.7% | +1.3% |
| 30D | +7.6% | +4.7% | +2.9% | +6.6% |
| 3M | +1.5% | +7.4% | -5.9% | -0.2% |
| 6M | +1.5% | +0.6% | +0.9% | +0.5% |
| YTD | +1.1% | +64.1% | -63.0% | -11.0% |
| 1Y | +4.3% | +51.4% | -47.1% | -6.8% |
| 3Y | +51.8% | +67.8% | -16.0% | +30.1% |
| 5Y | +22.8% | +114.1% | -91.3% | -5.3% |
| All | +233.4% | +479.1% | -245.6% | +100.8% |
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