+9.1%
XLF vs CG
-24.3%
+33.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | 0.0% | -4.3% | +4.3% | +1.1% |
| 30D | +0.2% | -5.1% | +5.3% | +1.4% |
| 3M | +11.7% | +8.7% | +3.0% | +8.9% |
| 6M | +13.8% | -9.2% | +23.0% | +15.9% |
| YTD | +7.0% | -18.9% | +25.9% | +12.2% |
| 1Y | +9.1% | -25.6% | +34.8% | +15.7% |
| All | +9.1% | -24.3% | +33.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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