+162.0%
XLB vs CFG
+396.4%
-234.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | -0.4% | -3.8% | +3.5% | +1.0% |
| 3M | +2.0% | +11.5% | -9.5% | -2.1% |
| 6M | +1.8% | +19.2% | -17.4% | -4.8% |
| YTD | +16.6% | +23.7% | -7.1% | +7.2% |
| 1Y | +16.9% | +38.8% | -21.9% | +2.9% |
| 3Y | +32.6% | +178.9% | -146.4% | -12.4% |
| 5Y | +35.6% | +101.8% | -66.1% | -2.0% |
| 10Y | +160.0% | +317.3% | -157.2% | +28.6% |
| All | +162.0% | +396.4% | -234.4% | +22.2% |
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