+27.6%
XLY vs CF
+226.3%
-198.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -3.9% | -2.0% | -1.9% | -3.7% |
| 30D | -6.1% | +15.3% | -21.4% | -7.0% |
| 3M | -1.2% | +24.3% | -25.4% | -2.8% |
| 6M | -1.8% | +23.9% | -25.7% | -4.6% |
| YTD | -5.9% | +77.3% | -83.1% | -12.9% |
| 1Y | -3.1% | +58.7% | -61.8% | -9.2% |
| 3Y | +36.0% | +72.8% | -36.8% | +24.3% |
| 5Y | +27.6% | +228.8% | -201.2% | +2.6% |
| All | +27.6% | +226.3% | -198.7% | +2.6% |
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