+54.6%
XLE vs CFG
+180.9%
-126.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +11.8% | -3.8% | +15.6% | +12.8% |
| 3M | +9.8% | +11.5% | -1.7% | +6.3% |
| 6M | +15.6% | +19.2% | -3.6% | +9.3% |
| YTD | +45.3% | +23.7% | +21.6% | +35.2% |
| 1Y | +48.3% | +38.8% | +9.5% | +32.7% |
| All | +54.6% | +180.9% | -126.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling