+145.1%
XRT vs CFG
+230.2%
-85.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | +9.9% | +2.8% | +7.2% | +8.7% |
| 3M | +2.3% | -10.1% | +12.3% | +6.8% |
| 6M | +9.6% | +3.2% | +6.4% | +7.8% |
| YTD | +9.1% | +14.2% | -5.1% | +2.5% |
| 1Y | +16.2% | +27.4% | -11.2% | +4.2% |
| 3Y | +60.1% | +187.6% | -127.5% | 0.0% |
| 5Y | -0.5% | +65.7% | -66.2% | -23.8% |
| 10Y | +145.1% | +219.7% | -74.6% | +37.9% |
| All | +145.1% | +230.2% | -85.1% | +37.9% |
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 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