+1.4%
CCL vs CFG
+101.4%
-100.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | +1.5% | -6.6% | -6.2% |
| 30D | -20.3% | -3.8% | -16.5% | -17.8% |
| 3M | -15.1% | +11.5% | -26.6% | -22.5% |
| 6M | -15.1% | +19.2% | -34.3% | -26.1% |
| YTD | -21.8% | +23.7% | -45.5% | -34.2% |
| 1Y | -24.8% | +38.8% | -63.6% | -42.5% |
| 3Y | +51.9% | +178.9% | -127.0% | -34.5% |
| All | +1.4% | +101.4% | -100.0% | -41.8% |
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