+1,761.1%
CLS vs CFG
+230.2%
+1,530.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -13.9% | +0.7% | -14.6% | -14.1% |
| 30D | -38.2% | +2.8% | -41.0% | -39.0% |
| 3M | -28.8% | -10.1% | -18.7% | -25.1% |
| 6M | -40.4% | +3.2% | -43.6% | -41.8% |
| YTD | -24.3% | +14.2% | -38.5% | -29.9% |
| 1Y | -35.0% | +27.4% | -62.4% | -43.0% |
| 3Y | +778.7% | +187.6% | +591.1% | +411.7% |
| 5Y | +1,884.8% | +65.7% | +1,819.1% | +1,358.1% |
| 10Y | +1,761.1% | +219.7% | +1,541.4% | +930.3% |
| All | +1,761.1% | +230.2% | +1,530.9% | +930.3% |
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 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