+76.3%
CL vs CFG
+248.3%
-172.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +11.6% | +3.2% | +8.4% | +11.3% |
| 3M | +5.6% | -9.7% | +15.3% | +6.5% |
| 6M | +13.2% | +3.6% | +9.5% | +12.7% |
| YTD | +26.9% | +14.7% | +12.2% | +25.1% |
| 1Y | +27.3% | +29.6% | -2.2% | +24.1% |
| 3Y | +39.7% | +190.6% | -150.8% | +24.0% |
| 5Y | +41.3% | +67.1% | -25.8% | +31.8% |
| 10Y | +76.3% | +237.0% | -160.7% | +66.5% |
| All | +76.3% | +248.3% | -172.0% | +66.5% |
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