+119.2%
XLE vs CFG
+396.4%
-277.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.5% | +0.7% | +1.4% |
| 30D | +11.8% | -3.8% | +15.6% | +13.6% |
| 3M | +9.8% | +11.5% | -1.7% | +3.8% |
| 6M | +15.6% | +19.2% | -3.6% | +5.0% |
| YTD | +45.3% | +23.7% | +21.6% | +29.0% |
| 1Y | +48.3% | +38.8% | +9.5% | +24.1% |
| 3Y | +55.4% | +178.9% | -123.5% | -11.6% |
| 5Y | +216.1% | +101.8% | +114.3% | +100.3% |
| 10Y | +178.4% | +317.3% | -138.9% | +12.3% |
| All | +119.2% | +396.4% | -277.2% | -17.8% |
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