+732.7%
CLS vs CFG
+168.6%
+564.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -22.2% | -0.9% | -21.3% | -21.8% |
| 30D | -44.4% | +1.1% | -45.4% | -44.8% |
| 3M | -34.3% | -12.0% | -22.3% | -29.6% |
| 6M | -50.1% | -2.2% | -47.8% | -49.9% |
| YTD | -30.1% | +11.4% | -41.5% | -35.5% |
| 1Y | -39.3% | +27.8% | -67.2% | -48.5% |
| 3Y | +732.7% | +173.3% | +559.4% | +379.0% |
| All | +732.7% | +168.6% | +564.1% | +379.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling