+83.5%
CLF vs CFG
+230.2%
-146.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.2% |
| 7D | -9.1% | +0.7% | -9.8% | -9.4% |
| 30D | -0.9% | +2.8% | -3.7% | -3.1% |
| 3M | +3.0% | -10.1% | +13.1% | +10.6% |
| 6M | +16.7% | +3.2% | +13.5% | +12.6% |
| YTD | -3.2% | +14.2% | -17.4% | -13.0% |
| 1Y | +24.6% | +27.4% | -2.8% | +3.3% |
| 3Y | -22.3% | +187.6% | -209.9% | -64.5% |
| 5Y | -41.2% | +65.7% | -106.9% | -62.0% |
| 10Y | +83.5% | +219.7% | -136.2% | -15.0% |
| All | +83.5% | +230.2% | -146.7% | -15.0% |
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