+64.4%
XLF vs CG
+5.5%
+58.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.8% |
| 7D | -1.0% | -6.4% | +5.4% | +1.0% |
| 30D | -1.3% | -7.1% | +5.8% | +0.8% |
| 3M | +9.1% | -1.6% | +10.7% | +9.1% |
| 6M | +14.4% | -8.3% | +22.7% | +16.5% |
| YTD | +5.1% | -23.8% | +28.9% | +13.1% |
| 1Y | +8.6% | -28.7% | +37.4% | +18.9% |
| 3Y | +74.4% | +49.2% | +25.3% | +43.8% |
| 5Y | +64.4% | +5.5% | +58.8% | +42.1% |
| All | +64.4% | +5.5% | +58.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling