+160.7%
XLB vs CFG
+347.0%
-186.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +6.1% | +1.1% | +5.0% | +5.6% |
| 3M | 0.0% | -12.0% | +12.0% | +4.6% |
| 6M | 0.0% | -2.2% | +2.2% | +0.4% |
| YTD | +16.0% | +11.4% | +4.6% | +10.7% |
| 1Y | +24.7% | +27.8% | -3.1% | +13.2% |
| 3Y | +40.4% | +173.3% | -132.9% | -6.4% |
| 5Y | +30.7% | +62.4% | -31.8% | +2.4% |
| 10Y | +173.3% | +249.6% | -76.3% | +44.1% |
| All | +160.7% | +347.0% | -186.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling