-46.0%
CLF vs CFG
+68.3%
-114.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.0% | +5.1% |
| 7D | -14.1% | +0.3% | -14.3% | -14.1% |
| 30D | -5.5% | +3.2% | -8.8% | -7.6% |
| 3M | 0.0% | -9.7% | +9.7% | +6.5% |
| 6M | +11.3% | +3.6% | +7.6% | +7.4% |
| YTD | -7.7% | +14.7% | -22.4% | -16.4% |
| 1Y | +17.5% | +29.6% | -12.0% | -1.9% |
| 3Y | -25.4% | +190.6% | -216.0% | -61.2% |
| 5Y | -46.0% | +67.1% | -113.0% | -63.3% |
| All | -46.0% | +68.3% | -114.3% | -63.3% |
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