+75.2%
XLF vs CFG
+193.0%
-117.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.8% |
| 30D | -0.5% | -3.7% | +3.2% | +0.9% |
| 3M | +10.6% | +9.5% | +1.2% | +6.6% |
| 6M | +14.3% | +22.2% | -8.0% | +5.3% |
| YTD | +5.5% | +22.3% | -16.8% | -3.0% |
| 1Y | +9.6% | +39.4% | -29.9% | -4.5% |
| 3Y | +75.2% | +188.5% | -113.3% | +18.9% |
| All | +75.2% | +193.0% | -117.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling