+225.2%
XLF vs CFG
+224.4%
+0.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | +6.5% | +3.1% | +3.4% | +4.9% |
| 3M | +1.8% | -9.7% | +11.5% | +6.8% |
| 6M | +15.4% | +6.7% | +8.7% | +11.3% |
| YTD | +8.4% | +15.2% | -6.8% | +0.2% |
| 1Y | +11.9% | +28.8% | -16.9% | -2.2% |
| 3Y | +81.1% | +190.1% | -108.9% | +1.8% |
| 5Y | +59.5% | +63.4% | -3.9% | +15.9% |
| 10Y | +225.2% | +219.8% | +5.4% | +49.3% |
| All | +225.2% | +224.4% | +0.7% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling