+142.5%
XLC vs CFG
+141.2%
+1.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +1.5% | -2.4% | -1.3% |
| 30D | +1.0% | -3.8% | +4.9% | +2.1% |
| 3M | -0.7% | +11.5% | -12.2% | -3.7% |
| 6M | -5.1% | +19.2% | -24.3% | -9.8% |
| YTD | -4.3% | +23.7% | -28.0% | -10.2% |
| 1Y | -0.6% | +38.8% | -39.4% | -9.9% |
| 3Y | +72.7% | +178.9% | -106.2% | +26.4% |
| 5Y | +38.0% | +101.8% | -63.8% | +8.4% |
| All | +142.5% | +141.2% | +1.3% | +63.7% |
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