-3.1%
XLY vs CF
+63.1%
-66.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.7% |
| 7D | -3.9% | -2.0% | -1.9% | -4.1% |
| 30D | -6.1% | +15.3% | -21.4% | -4.2% |
| 3M | -1.2% | +24.3% | -25.4% | +2.0% |
| 6M | -1.8% | +23.9% | -25.7% | -0.4% |
| YTD | -5.9% | +77.3% | -83.1% | -7.9% |
| 1Y | -3.1% | +58.7% | -61.8% | -3.4% |
| All | -3.1% | +63.1% | -66.2% | -3.4% |
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