+788.5%
XLK vs CFG
+316.8%
+471.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -0.6% | -4.6% | +4.0% | +0.8% |
| 3M | +2.6% | +6.7% | -4.1% | +0.4% |
| 6M | +34.0% | +22.1% | +11.9% | +25.7% |
| YTD | +30.7% | +23.2% | +7.5% | +22.0% |
| 1Y | +39.2% | +40.3% | -1.1% | +24.7% |
| 3Y | +120.4% | +187.9% | -67.5% | +56.3% |
| 5Y | +148.8% | +102.0% | +46.8% | +92.2% |
| All | +788.5% | +316.8% | +471.6% | +457.3% |
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 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