+8.6%
XLF vs CFG
+38.1%
-29.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | -0.6% | -0.5% | -0.8% |
| 30D | -1.3% | -4.5% | +3.2% | +0.4% |
| 3M | +9.1% | +6.3% | +2.8% | +6.2% |
| 6M | +14.4% | +20.6% | -6.2% | +5.7% |
| YTD | +5.1% | +21.2% | -16.2% | -2.9% |
| 1Y | +8.6% | +38.2% | -29.6% | -4.8% |
| All | +8.6% | +38.1% | -29.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling