+161.9%
XLE vs CFG
+66.4%
+95.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -4.0% | +3.1% | -7.1% | -5.0% |
| 3M | +4.6% | -9.7% | +14.3% | +7.5% |
| 6M | +12.3% | +6.7% | +5.6% | +9.4% |
| YTD | +44.5% | +15.2% | +29.4% | +36.5% |
| 1Y | +42.4% | +28.8% | +13.6% | +29.6% |
| 3Y | +67.0% | +190.1% | -123.0% | +15.7% |
| 5Y | +161.9% | +63.4% | +98.5% | +101.0% |
| All | +161.9% | +66.4% | +95.5% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling