+2,089.9%
CLS vs CFG
+61.9%
+2,028.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +23.5% | +1.6% | +21.9% | +22.6% |
| 30D | -28.9% | +3.3% | -32.2% | -30.1% |
| 3M | -25.2% | -11.5% | -13.6% | -20.5% |
| 6M | -32.1% | +6.2% | -38.3% | -34.7% |
| YTD | -14.1% | +14.3% | -28.3% | -20.8% |
| 1Y | -24.1% | +26.7% | -50.8% | -33.7% |
| 3Y | +897.0% | +187.8% | +709.2% | +480.2% |
| 5Y | +2,089.9% | +61.3% | +2,028.6% | +1,560.4% |
| All | +2,089.9% | +61.9% | +2,028.0% | +1,560.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling