-35.3%
CLS vs CFG
+29.0%
-64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +6.5% |
| 7D | -10.6% | +0.3% | -10.8% | -10.5% |
| 30D | -38.4% | +3.2% | -41.7% | -39.3% |
| 3M | -29.9% | -9.7% | -20.2% | -26.2% |
| 6M | -40.6% | +3.6% | -44.3% | -42.0% |
| YTD | -24.6% | +14.7% | -39.3% | -33.7% |
| All | -35.3% | +29.0% | -64.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling