+135.8%
XLC vs CFG
+124.6%
+11.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -2.6% | +3.1% | -5.7% | -3.4% |
| 3M | -2.1% | -9.7% | +7.6% | +0.6% |
| 6M | -5.5% | +6.7% | -12.2% | -7.4% |
| YTD | -6.9% | +15.2% | -22.1% | -11.0% |
| 1Y | -3.7% | +28.8% | -32.5% | -10.9% |
| 3Y | +64.2% | +190.1% | -125.9% | +19.1% |
| 5Y | +43.0% | +63.4% | -20.4% | +18.8% |
| All | +135.8% | +124.6% | +11.2% | +62.2% |
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 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