+1,751.5%
CLS vs CFG
+248.3%
+1,503.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +6.4% |
| 7D | -10.6% | +0.3% | -10.8% | -10.6% |
| 30D | -38.4% | +3.2% | -41.7% | -39.4% |
| 3M | -29.9% | -9.7% | -20.2% | -26.4% |
| 6M | -40.6% | +3.6% | -44.3% | -42.1% |
| YTD | -24.6% | +14.7% | -39.3% | -30.4% |
| 1Y | -30.8% | +29.6% | -60.4% | -39.8% |
| 3Y | +811.7% | +190.6% | +621.2% | +429.0% |
| 5Y | +1,838.4% | +67.1% | +1,771.4% | +1,319.2% |
| 10Y | +1,751.5% | +237.0% | +1,514.5% | +921.5% |
| All | +1,751.5% | +248.3% | +1,503.2% | +921.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling