-22.3%
CLF vs CFG
+187.2%
-209.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.1% |
| 6M | +16.7% | +3.2% | +13.5% | +12.0% |
| YTD | -3.2% | +14.2% | -17.4% | -14.0% |
| 1Y | +24.6% | +27.4% | -2.8% | +1.6% |
| 3Y | -22.3% | +187.6% | -209.9% | -59.4% |
| All | -22.3% | +187.2% | -209.5% | -59.4% |
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