+138.1%
XRT vs CFG
+396.4%
-258.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -4.2% | -3.8% | -0.4% | -2.7% |
| 3M | +5.1% | +11.5% | -6.4% | +0.3% |
| 6M | +2.4% | +19.2% | -16.8% | -5.0% |
| YTD | +3.2% | +23.7% | -20.5% | -6.0% |
| 1Y | +1.5% | +38.8% | -37.3% | -12.0% |
| 3Y | +40.6% | +178.9% | -138.3% | -10.4% |
| 5Y | -1.0% | +101.8% | -102.8% | -29.4% |
| 10Y | +128.4% | +317.3% | -188.8% | +12.9% |
| All | +138.1% | +396.4% | -258.3% | +11.0% |
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