+248.8%
XLF vs CG
+314.7%
-65.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -1.5% | -9.9% | +8.4% | +2.4% |
| 30D | -1.2% | -11.7% | +10.5% | +3.3% |
| 3M | +9.2% | -4.3% | +13.5% | +10.2% |
| 6M | +16.3% | -8.8% | +25.1% | +19.0% |
| YTD | +5.4% | -26.9% | +32.3% | +16.6% |
| 1Y | +7.6% | -35.4% | +43.0% | +24.2% |
| 3Y | +74.2% | +43.0% | +31.2% | +39.6% |
| 5Y | +66.1% | +1.9% | +64.2% | +45.3% |
| All | +248.8% | +314.7% | -65.9% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling