+146.6%
XLK vs CFG
+99.7%
+46.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +0.8% | -4.5% | +5.4% | +2.3% |
| 3M | +4.1% | +6.3% | -2.3% | +1.7% |
| 6M | +34.8% | +20.6% | +14.1% | +26.0% |
| YTD | +30.8% | +21.2% | +9.6% | +21.8% |
| 1Y | +42.4% | +38.2% | +4.2% | +26.4% |
| 3Y | +121.8% | +185.9% | -64.1% | +51.6% |
| 5Y | +146.6% | +97.0% | +49.6% | +93.8% |
| All | +146.6% | +99.7% | +46.9% | +93.8% |
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 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