-51.4%
CLF vs CFG
+61.2%
-112.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -19.6% | -0.9% | -18.7% | -19.1% |
| 30D | -5.0% | +1.1% | -6.0% | -5.9% |
| 3M | -6.3% | -12.0% | +5.7% | +1.4% |
| 6M | +2.8% | -2.2% | +5.0% | +3.0% |
| YTD | -13.7% | +11.4% | -25.1% | -20.5% |
| 1Y | +13.6% | +27.8% | -14.3% | -4.4% |
| 3Y | -34.0% | +173.3% | -207.3% | -64.4% |
| All | -51.4% | +61.2% | -112.6% | -66.5% |
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