+42.8%
CL vs CFG
+61.9%
-19.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.1% |
| 7D | +5.9% | -2.2% | +8.1% | +6.0% |
| 30D | +13.8% | +0.4% | +13.4% | +13.7% |
| 3M | +6.4% | -12.6% | +19.0% | +7.0% |
| 6M | +15.6% | +0.6% | +15.0% | +15.6% |
| YTD | +27.9% | +12.4% | +15.4% | +27.2% |
| 1Y | +31.4% | +27.7% | +3.7% | +29.9% |
| 3Y | +41.4% | +172.4% | -131.0% | +31.5% |
| 5Y | +42.8% | +64.0% | -21.2% | +40.3% |
| All | +42.8% | +61.9% | -19.1% | +40.3% |
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 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