+2,757.7%
CLS vs CFG
+324.8%
+2,432.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +1.5% | +3.0% | +3.8% |
| 30D | -13.9% | -3.8% | -10.1% | -12.1% |
| 3M | -26.6% | +11.5% | -38.1% | -30.6% |
| 6M | +15.4% | +19.2% | -3.8% | +5.6% |
| YTD | +5.7% | +23.7% | -18.0% | -5.7% |
| 1Y | +41.1% | +38.8% | +2.3% | +18.2% |
| 3Y | +1,228.6% | +178.9% | +1,049.7% | +685.8% |
| 5Y | +3,240.6% | +101.8% | +3,138.9% | +2,132.7% |
| All | +2,757.7% | +324.8% | +2,432.9% | +1,172.9% |
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