+39.7%
CL vs CFG
+182.2%
-142.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +11.6% | +3.2% | +8.4% | +11.6% |
| 3M | +5.6% | -9.7% | +15.3% | +5.5% |
| 6M | +13.2% | +3.6% | +9.5% | +13.3% |
| YTD | +26.9% | +14.7% | +12.2% | +27.5% |
| 1Y | +27.3% | +29.6% | -2.2% | +28.4% |
| 3Y | +39.7% | +190.6% | -150.8% | +48.3% |
| All | +39.7% | +182.2% | -142.5% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling