-41.8%
CLF vs CFG
+61.7%
-103.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | +10.4% | +3.2% | +7.2% | +8.2% |
| 30D | +0.6% | +5.1% | -4.6% | -2.9% |
| 3M | +4.1% | -11.2% | +15.4% | +12.2% |
| 6M | +15.1% | +9.6% | +5.5% | +7.1% |
| YTD | -4.7% | +15.0% | -19.7% | -13.9% |
| 1Y | +20.4% | +29.9% | -9.5% | +0.2% |
| 3Y | -23.4% | +192.1% | -215.5% | -60.3% |
| All | -41.8% | +61.7% | -103.5% | -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 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