+65.5%
XLF vs CFG
+100.9%
-35.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.9% |
| 30D | -0.5% | -3.7% | +3.2% | +1.0% |
| 3M | +10.6% | +9.5% | +1.2% | +6.2% |
| 6M | +14.3% | +22.2% | -8.0% | +4.4% |
| YTD | +5.5% | +22.3% | -16.8% | -3.9% |
| 1Y | +9.6% | +39.4% | -29.9% | -5.9% |
| 3Y | +75.2% | +188.5% | -113.3% | +6.7% |
| 5Y | +65.5% | +101.5% | -36.0% | +17.2% |
| All | +65.5% | +100.9% | -35.4% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling