+279.6%
XLF vs CFG
+396.4%
-116.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.7% |
| 30D | +0.2% | -3.8% | +4.0% | +2.0% |
| 3M | +11.7% | +11.5% | +0.2% | +5.6% |
| 6M | +13.8% | +19.2% | -5.4% | +3.9% |
| YTD | +7.0% | +23.7% | -16.7% | -4.4% |
| 1Y | +9.1% | +38.8% | -29.7% | -8.2% |
| 3Y | +75.6% | +178.9% | -103.3% | +0.3% |
| 5Y | +66.4% | +101.8% | -35.4% | +8.2% |
| 10Y | +250.3% | +317.3% | -67.0% | +42.2% |
| All | +279.6% | +396.4% | -116.8% | +42.8% |
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