+179.2%
XLE vs CFG
+216.2%
-37.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +5.4% | +3.2% | +2.2% | +3.9% |
| 30D | -3.9% | +5.1% | -9.1% | -6.4% |
| 3M | +7.0% | -11.2% | +18.3% | +12.7% |
| 6M | +14.2% | +9.6% | +4.6% | +8.1% |
| YTD | +48.2% | +15.0% | +33.2% | +35.5% |
| 1Y | +47.7% | +29.9% | +17.8% | +27.0% |
| 3Y | +70.0% | +192.1% | -122.1% | -6.7% |
| 5Y | +169.1% | +62.3% | +106.8% | +89.3% |
| All | +179.2% | +216.2% | -37.0% | +29.3% |
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 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