+848.2%
CLS vs CFG
+192.0%
+656.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.0% |
| 7D | +2.8% | -0.8% | +3.5% | +3.5% |
| 30D | -30.1% | +3.1% | -33.2% | -31.3% |
| 3M | -21.7% | -9.7% | -12.0% | -17.2% |
| 6M | -36.2% | +6.7% | -42.9% | -39.1% |
| YTD | -17.8% | +15.2% | -33.0% | -25.6% |
| 1Y | -26.8% | +28.8% | -55.6% | -37.9% |
| All | +848.2% | +192.0% | +656.1% | +415.6% |
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