+43.7%
XLP vs CFG
+171.1%
-127.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.5% |
| 7D | +3.5% | -2.2% | +5.6% | +3.7% |
| 30D | +11.6% | +0.4% | +11.2% | +11.5% |
| 3M | +7.6% | -12.6% | +20.2% | +8.7% |
| 6M | +10.0% | +0.6% | +9.4% | +9.9% |
| YTD | +19.7% | +12.4% | +7.3% | +18.5% |
| 1Y | +23.5% | +27.7% | -4.2% | +20.9% |
| All | +43.7% | +171.1% | -127.4% | +31.3% |
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 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