-1.7%
XLC vs CFG
+39.0%
-40.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +0.2% | -3.7% | +3.9% | +0.9% |
| 3M | +0.6% | +9.5% | -8.8% | -1.1% |
| 6M | -4.5% | +22.2% | -26.8% | -8.1% |
| YTD | -4.7% | +22.3% | -27.0% | -9.0% |
| 1Y | -1.7% | +39.4% | -41.1% | -9.0% |
| All | -1.7% | +39.0% | -40.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling