+112.1%
XLE vs CFG
+351.2%
-239.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.2% | -1.5% |
| 7D | -10.3% | -2.2% | -8.1% | -9.5% |
| 30D | -3.3% | +0.4% | -3.7% | -3.7% |
| 3M | +8.2% | -12.6% | +20.8% | +14.6% |
| 6M | +5.0% | +0.6% | +4.4% | +3.4% |
| YTD | +40.6% | +12.4% | +28.1% | +30.1% |
| 1Y | +45.0% | +27.7% | +17.3% | +26.1% |
| 3Y | +56.3% | +172.4% | -116.1% | -9.9% |
| 5Y | +152.2% | +64.0% | +88.3% | +77.3% |
| 10Y | +173.0% | +252.8% | -79.8% | +18.3% |
| All | +112.1% | +351.2% | -239.1% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling