+167.7%
XLB vs CFG
+248.3%
-80.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.8% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +7.1% | +3.2% | +3.9% | +5.9% |
| 3M | +0.6% | -9.7% | +10.3% | +4.2% |
| 6M | +3.5% | +3.6% | -0.2% | +1.7% |
| YTD | +18.2% | +14.7% | +3.6% | +11.7% |
| 1Y | +25.6% | +29.6% | -4.0% | +13.4% |
| 3Y | +46.7% | +190.6% | -143.9% | -4.4% |
| 5Y | +30.9% | +67.1% | -36.2% | +1.6% |
| 10Y | +167.7% | +237.0% | -69.3% | +54.7% |
| All | +167.7% | +248.3% | -80.5% | +54.7% |
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