+28.6%
XLB vs CFG
+61.7%
-33.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | +5.2% | +5.1% | 0.0% | +3.4% |
| 3M | +0.3% | -11.2% | +11.5% | +4.2% |
| 6M | +1.2% | +9.6% | -8.4% | -2.2% |
| YTD | +16.6% | +15.0% | +1.7% | +10.5% |
| 1Y | +21.4% | +29.9% | -8.4% | +10.4% |
| 3Y | +43.2% | +192.1% | -148.9% | -4.2% |
| All | +28.6% | +61.7% | -33.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling