+84.9%
CL vs CFG
+230.2%
-145.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +11.8% | +2.8% | +9.0% | +11.5% |
| 3M | +5.9% | -10.1% | +16.0% | +6.9% |
| 6M | +13.3% | +3.2% | +10.1% | +12.9% |
| YTD | +27.1% | +14.2% | +12.9% | +25.3% |
| 1Y | +28.0% | +27.4% | +0.6% | +24.9% |
| 3Y | +39.4% | +187.6% | -148.2% | +23.5% |
| 5Y | +40.8% | +65.7% | -24.9% | +31.3% |
| 10Y | +84.9% | +219.7% | -134.8% | +62.3% |
| All | +84.9% | +230.2% | -145.3% | +62.3% |
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