+98.4%
CL vs CFG
+351.2%
-252.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.2% |
| 7D | +5.9% | -2.2% | +8.1% | +6.2% |
| 30D | +13.8% | +0.4% | +13.4% | +13.7% |
| 3M | +6.4% | -12.6% | +19.0% | +7.8% |
| 6M | +15.6% | +0.6% | +15.0% | +15.5% |
| YTD | +27.9% | +12.4% | +15.4% | +26.1% |
| 1Y | +31.4% | +27.7% | +3.7% | +27.9% |
| 3Y | +41.4% | +172.4% | -131.0% | +24.9% |
| 5Y | +42.8% | +64.0% | -21.2% | +32.4% |
| 10Y | +79.7% | +252.8% | -173.2% | +38.0% |
| All | +98.4% | +351.2% | -252.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling