+159.6%
XLB vs CFG
+313.6%
-154.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.6% |
| 7D | -0.2% | +2.7% | -2.9% | -1.2% |
| 30D | -1.7% | -3.7% | +1.9% | -0.5% |
| 3M | +4.4% | +9.5% | -5.1% | +0.8% |
| 6M | +5.0% | +22.2% | -17.2% | -2.7% |
| YTD | +15.5% | +22.3% | -6.9% | +6.7% |
| 1Y | +14.9% | +39.4% | -24.5% | +1.0% |
| 3Y | +34.5% | +188.5% | -154.0% | -12.2% |
| 5Y | +36.5% | +101.5% | -65.0% | -1.3% |
| 10Y | +159.6% | +308.6% | -149.0% | +34.1% |
| All | +159.6% | +313.6% | -154.0% | +34.1% |
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