+70.0%
XLI vs CFG
+68.3%
+1.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.8% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -0.2% | +3.2% | -3.4% | -1.3% |
| 3M | -8.6% | -9.7% | +1.2% | -5.4% |
| 6M | -2.0% | +3.6% | -5.6% | -3.5% |
| YTD | +9.7% | +14.7% | -4.9% | +4.2% |
| 1Y | +11.4% | +29.6% | -18.2% | +1.5% |
| 3Y | +74.2% | +190.6% | -116.4% | +19.2% |
| 5Y | +70.0% | +67.1% | +2.9% | +36.3% |
| All | +70.0% | +68.3% | +1.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling