+128.8%
XLP vs CFG
+248.3%
-119.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +8.9% | +3.2% | +5.7% | +8.4% |
| 3M | +7.5% | -9.7% | +17.2% | +9.0% |
| 6M | +9.4% | +3.6% | +5.8% | +8.7% |
| YTD | +19.3% | +14.7% | +4.6% | +16.4% |
| 1Y | +21.7% | +29.6% | -7.8% | +16.6% |
| 3Y | +44.0% | +190.6% | -146.6% | +19.5% |
| 5Y | +42.8% | +67.1% | -24.3% | +27.4% |
| 10Y | +128.8% | +237.0% | -108.2% | +97.3% |
| All | +128.8% | +248.3% | -119.5% | +97.3% |
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