+164.7%
XLB vs CFG
+214.3%
-49.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | 0.0% | +1.6% | -1.6% | -0.6% |
| 30D | +5.3% | +3.3% | +2.0% | +4.1% |
| 3M | 0.0% | -11.5% | +11.5% | +4.4% |
| 6M | +1.2% | +6.2% | -5.0% | -1.3% |
| YTD | +16.9% | +14.3% | +2.6% | +10.5% |
| 1Y | +20.9% | +26.7% | -5.8% | +10.0% |
| 3Y | +43.3% | +187.8% | -144.4% | -6.4% |
| 5Y | +28.3% | +61.3% | -33.0% | +0.9% |
| All | +164.7% | +214.3% | -49.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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