+64.0%
XLE vs CFG
+187.2%
-123.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | -4.4% | +2.8% | -7.2% | -5.2% |
| 3M | +4.0% | -10.1% | +14.1% | +6.7% |
| 6M | +13.2% | +3.2% | +10.0% | +11.3% |
| YTD | +41.9% | +14.2% | +27.7% | +34.2% |
| 1Y | +41.6% | +27.4% | +14.2% | +29.0% |
| 3Y | +64.0% | +187.6% | -123.6% | +21.0% |
| All | +64.0% | +187.2% | -123.3% | +21.0% |
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 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