+284.7%
XLF vs CFG
+361.3%
-76.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.1% |
| 30D | +7.6% | +5.1% | +2.5% | +5.0% |
| 3M | +1.1% | -11.2% | +12.3% | +7.0% |
| 6M | +15.9% | +9.6% | +6.3% | +10.3% |
| YTD | +8.4% | +15.0% | -6.5% | +0.3% |
| 1Y | +12.5% | +29.9% | -17.4% | -2.1% |
| 3Y | +81.6% | +192.1% | -110.5% | +1.8% |
| 5Y | +59.3% | +62.3% | -3.0% | +16.0% |
| 10Y | +225.4% | +219.2% | +6.3% | +50.6% |
| All | +284.7% | +361.3% | -76.6% | +49.9% |
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 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