+169.4%
XLV vs CFG
+316.8%
-147.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -1.8% | -4.6% | +2.8% | -1.0% |
| 3M | +7.8% | +6.7% | +1.1% | +6.3% |
| 6M | +9.1% | +22.1% | -13.0% | +4.6% |
| YTD | +7.7% | +23.2% | -15.4% | +2.9% |
| 1Y | +20.4% | +40.3% | -19.8% | +11.8% |
| 3Y | +30.8% | +187.9% | -157.1% | +2.9% |
| 5Y | +34.6% | +102.0% | -67.3% | +11.5% |
| All | +169.4% | +316.8% | -147.5% | +70.6% |
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