+135.9%
XLU vs CFG
+316.8%
-181.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | -4.6% | +1.3% | -2.6% |
| 3M | -3.2% | +6.7% | -9.8% | -4.3% |
| 6M | -7.0% | +22.1% | -29.1% | -10.1% |
| YTD | +0.6% | +23.2% | -22.6% | -3.2% |
| 1Y | +2.4% | +40.3% | -37.8% | -3.7% |
| 3Y | +46.3% | +187.9% | -141.6% | +19.5% |
| 5Y | +44.0% | +102.0% | -58.0% | +22.4% |
| All | +135.9% | +316.8% | -181.0% | +79.4% |
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