+99.7%
CLF vs CFG
+242.7%
-143.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | -19.6% | -0.9% | -18.7% | -19.0% |
| 30D | -5.0% | +1.1% | -6.0% | -6.0% |
| 3M | -6.3% | -12.0% | +5.7% | +2.2% |
| 6M | +2.8% | -2.2% | +5.0% | +3.1% |
| YTD | -13.7% | +11.4% | -25.1% | -21.2% |
| 1Y | +13.6% | +27.8% | -14.3% | -6.2% |
| 3Y | -34.0% | +173.3% | -207.3% | -68.9% |
| 5Y | -48.7% | +62.4% | -111.2% | -66.6% |
| All | +99.7% | +242.7% | -143.0% | -24.1% |
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