+199.6%
XLU vs CFG
+396.4%
-196.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | -1.3% | -3.8% | +2.5% | -0.8% |
| 3M | -1.3% | +11.5% | -12.8% | -3.0% |
| 6M | -7.6% | +19.2% | -26.8% | -10.2% |
| YTD | +2.3% | +23.7% | -21.4% | -1.4% |
| 1Y | +5.8% | +38.8% | -33.1% | +0.1% |
| 3Y | +50.5% | +178.9% | -128.4% | +25.7% |
| 5Y | +44.1% | +101.8% | -57.7% | +24.2% |
| 10Y | +138.2% | +317.3% | -179.0% | +74.3% |
| All | +199.6% | +396.4% | -196.8% | +115.4% |
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 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