+228.0%
XLI vs CFG
+230.2%
-2.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -0.3% | +2.8% | -3.1% | -1.3% |
| 3M | -8.4% | -10.1% | +1.7% | -4.8% |
| 6M | -2.1% | +3.2% | -5.3% | -3.6% |
| YTD | +9.6% | +14.2% | -4.5% | +3.7% |
| 1Y | +10.7% | +27.4% | -16.7% | +0.3% |
| 3Y | +71.6% | +187.6% | -116.0% | +11.3% |
| 5Y | +70.8% | +65.7% | +5.1% | +32.2% |
| 10Y | +228.0% | +219.7% | +8.3% | +88.4% |
| All | +228.0% | +230.2% | -2.2% | +88.4% |
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