+804.3%
XLY vs CF
+5,573.7%
-4,769.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | +4.8% | -2.7% | +1.1% |
| 30D | +7.6% | +4.7% | +2.9% | +6.4% |
| 3M | +1.5% | +7.4% | -5.9% | -0.4% |
| 6M | +1.5% | +0.6% | +0.9% | +0.3% |
| YTD | +1.1% | +64.1% | -63.0% | -11.1% |
| 1Y | +4.3% | +51.4% | -47.1% | -6.9% |
| 3Y | +51.8% | +67.8% | -16.0% | +30.3% |
| 5Y | +22.8% | +114.1% | -91.3% | -3.6% |
| 10Y | +233.4% | +480.1% | -246.6% | +98.9% |
| All | +804.3% | +5,573.7% | -4,769.3% | +193.2% |
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