+514.2%
XLF vs CG
+282.0%
+232.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | +7.6% | +11.2% | -3.6% | +3.5% |
| 3M | +1.1% | -22.1% | +23.2% | +9.7% |
| 6M | +15.9% | -17.9% | +33.8% | +22.8% |
| YTD | +8.4% | -31.3% | +39.7% | +21.3% |
| 1Y | +12.5% | -24.0% | +36.5% | +21.3% |
| 3Y | +81.6% | +45.0% | +36.6% | +48.5% |
| 5Y | +59.3% | -22.6% | +81.9% | +56.8% |
| 10Y | +225.4% | +282.1% | -56.7% | +83.2% |
| All | +514.2% | +282.0% | +232.2% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling