+52.4%
XLY vs CF
+68.7%
-16.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | +2.4% | +5.4% | -3.0% | +2.5% |
| 30D | +7.2% | +6.5% | +0.7% | +7.4% |
| 3M | +2.4% | +4.6% | -2.2% | +2.6% |
| 6M | +2.3% | -3.3% | +5.6% | +2.6% |
| YTD | +1.5% | +63.9% | -62.4% | -5.0% |
| 1Y | +2.1% | +50.4% | -48.4% | -3.3% |
| All | +52.4% | +68.7% | -16.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling