-3.7%
CLF vs CFG
+351.2%
-354.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.1% | -9.1% | -10.0% |
| 7D | -21.0% | -2.2% | -18.8% | -19.7% |
| 30D | -8.0% | +0.4% | -8.4% | -8.5% |
| 3M | -10.9% | -12.6% | +1.7% | -2.5% |
| 6M | +5.8% | +0.6% | +5.2% | +4.1% |
| YTD | -15.1% | +12.4% | -27.6% | -22.7% |
| 1Y | +7.2% | +27.7% | -20.5% | -10.8% |
| 3Y | -34.2% | +172.4% | -206.5% | -68.0% |
| 5Y | -49.6% | +64.0% | -113.5% | -66.8% |
| 10Y | +109.9% | +252.8% | -142.9% | -19.6% |
| All | -3.7% | +351.2% | -354.9% | -68.8% |
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