+278.4%
XLY vs CFG
+386.5%
-108.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -6.0% | -4.5% | -1.5% | -4.6% |
| 3M | -2.7% | +6.3% | -9.1% | -4.9% |
| 6M | -1.5% | +20.6% | -22.1% | -7.7% |
| YTD | -5.4% | +21.2% | -26.7% | -11.8% |
| 1Y | -3.8% | +38.2% | -42.0% | -14.3% |
| 3Y | +36.6% | +185.9% | -149.3% | -5.7% |
| 5Y | +27.4% | +97.0% | -69.6% | -2.8% |
| 10Y | +218.2% | +306.8% | -88.6% | +74.5% |
| All | +278.4% | +386.5% | -108.1% | +94.0% |
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