+218.0%
XLE vs CFG
+101.4%
+116.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | +11.8% | -3.8% | +15.6% | +13.0% |
| 3M | +9.8% | +11.5% | -1.7% | +5.8% |
| 6M | +15.6% | +19.2% | -3.6% | +8.5% |
| YTD | +45.3% | +23.7% | +21.6% | +34.2% |
| 1Y | +48.3% | +38.8% | +9.5% | +31.4% |
| 3Y | +55.4% | +178.9% | -123.5% | +7.2% |
| All | +218.0% | +101.4% | +116.6% | +116.9% |
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