+112.1%
XLE vs CFG
+347.0%
-235.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -12.0% | -0.9% | -11.1% | -11.7% |
| 30D | -2.7% | +1.1% | -3.8% | -3.4% |
| 3M | +6.6% | -12.0% | +18.6% | +12.6% |
| 6M | +9.5% | -2.2% | +11.8% | +9.4% |
| YTD | +40.6% | +11.4% | +29.1% | +30.6% |
| 1Y | +43.6% | +27.8% | +15.8% | +24.7% |
| 3Y | +58.1% | +173.3% | -115.2% | -9.1% |
| 5Y | +152.2% | +62.4% | +89.8% | +78.0% |
| 10Y | +172.9% | +249.6% | -76.6% | +18.8% |
| All | +112.1% | +347.0% | -235.0% | -16.8% |
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