+226.1%
XLI vs CFG
+216.2%
+9.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.8% | +3.2% | +0.6% | +2.6% |
| 30D | +1.0% | +5.1% | -4.1% | -0.8% |
| 3M | -8.9% | -11.2% | +2.3% | -4.9% |
| 6M | -2.3% | +9.6% | -11.8% | -5.9% |
| YTD | +9.7% | +15.0% | -5.3% | +3.4% |
| 1Y | +12.3% | +29.9% | -17.6% | +1.1% |
| 3Y | +71.5% | +192.1% | -120.6% | +10.5% |
| 5Y | +70.2% | +62.3% | +7.9% | +32.8% |
| All | +226.1% | +216.2% | +9.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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