+506.0%
XLF vs CG
+351.2%
+154.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | 0.0% | -4.3% | +4.3% | +1.5% |
| 30D | +0.2% | -5.1% | +5.3% | +1.8% |
| 3M | +11.7% | +8.7% | +3.0% | +7.9% |
| 6M | +13.8% | -9.2% | +23.0% | +16.5% |
| YTD | +7.0% | -18.9% | +25.9% | +13.4% |
| 1Y | +9.1% | -25.6% | +34.8% | +18.7% |
| 3Y | +75.6% | +57.3% | +18.3% | +40.1% |
| 5Y | +66.4% | +10.2% | +56.3% | +44.4% |
| 10Y | +250.3% | +364.2% | -113.9% | +85.3% |
| All | +506.0% | +351.2% | +154.8% | +203.8% |
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