+28.4%
XLY vs CFG
+99.1%
-70.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | -4.6% | +0.5% | -2.5% |
| 3M | -2.7% | +6.7% | -9.3% | -5.3% |
| 6M | -0.6% | +22.1% | -22.7% | -8.4% |
| YTD | -5.0% | +23.2% | -28.2% | -13.1% |
| 1Y | -4.1% | +40.3% | -44.4% | -16.8% |
| 3Y | +33.6% | +187.9% | -154.3% | -14.5% |
| All | +28.4% | +99.1% | -70.7% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling