+154.0%
XLP vs CFG
+396.4%
-242.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.5% | -2.6% | -1.2% |
| 30D | -0.9% | -3.8% | +3.0% | -0.3% |
| 3M | +3.8% | +11.5% | -7.7% | +2.1% |
| 6M | -1.7% | +19.2% | -20.9% | -4.4% |
| YTD | +10.3% | +23.7% | -13.4% | +6.4% |
| 1Y | +7.8% | +38.8% | -31.1% | +2.1% |
| 3Y | +27.2% | +178.9% | -151.7% | +6.2% |
| 5Y | +32.5% | +101.8% | -69.3% | +14.6% |
| 10Y | +101.8% | +317.3% | -215.5% | +45.0% |
| All | +154.0% | +396.4% | -242.4% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling