+8.7%
CL vs CFG
+40.4%
-31.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | +1.5% | -3.7% | -2.3% |
| 30D | -4.8% | -3.8% | -1.0% | -4.6% |
| 3M | +4.9% | +11.5% | -6.6% | +4.5% |
| 6M | -5.7% | +19.2% | -24.9% | -6.2% |
| YTD | +14.4% | +23.7% | -9.3% | +13.1% |
| 1Y | +8.7% | +38.8% | -30.1% | +6.1% |
| All | +8.7% | +40.4% | -31.7% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling