+72.4%
XLI vs CFG
+193.0%
-120.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.0% | +2.7% | -1.7% | +0.1% |
| 30D | -5.8% | -3.7% | -2.1% | -4.6% |
| 3M | +0.7% | +9.5% | -8.8% | -2.5% |
| 6M | +3.2% | +22.2% | -19.1% | -3.8% |
| YTD | +13.0% | +22.3% | -9.3% | +5.1% |
| 1Y | +16.8% | +39.4% | -22.7% | +3.8% |
| 3Y | +72.4% | +188.5% | -116.1% | +23.6% |
| All | +72.4% | +193.0% | -120.6% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling