+6.8%
CLF vs CFG
+396.4%
-389.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +1.5% | +6.0% | +6.5% |
| 30D | -1.2% | -3.8% | +2.6% | +1.7% |
| 3M | -13.4% | +11.5% | -24.9% | -20.2% |
| 6M | +15.4% | +19.2% | -3.8% | +1.5% |
| YTD | -5.9% | +23.7% | -29.6% | -19.3% |
| 1Y | +18.8% | +38.8% | -20.0% | -6.7% |
| 3Y | -19.4% | +178.9% | -198.3% | -61.5% |
| 5Y | -47.7% | +101.8% | -149.5% | -70.2% |
| 10Y | +130.4% | +317.3% | -186.9% | -20.0% |
| All | +6.8% | +396.4% | -389.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling