+33.9%
CCL vs CFG
+61.7%
-27.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -1.2% | +3.2% | -4.4% | -3.7% |
| 30D | +13.1% | +5.1% | +8.0% | +8.8% |
| 3M | +3.4% | -11.2% | +14.6% | +13.8% |
| 6M | +18.7% | +9.6% | +9.2% | +9.7% |
| YTD | -2.3% | +15.0% | -17.2% | -13.0% |
| 1Y | +14.2% | +29.9% | -15.7% | -7.9% |
| 3Y | +133.6% | +192.1% | -58.5% | -4.2% |
| All | +33.9% | +61.7% | -27.8% | -2.7% |
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