-4.1%
XLC vs CFG
+29.0%
-33.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.8% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -2.7% | +3.2% | -6.0% | -3.4% |
| 3M | -3.2% | -9.7% | +6.5% | -1.5% |
| 6M | -7.7% | +3.6% | -11.3% | -8.3% |
| YTD | -8.0% | +14.7% | -22.7% | -10.8% |
| All | -4.1% | +29.0% | -33.1% | -9.3% |
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