+24.9%
CLX vs CFG
+248.3%
-223.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.6% | +5.5% |
| 7D | +17.4% | +0.3% | +17.1% | +17.4% |
| 30D | +27.8% | +3.2% | +24.5% | +27.6% |
| 3M | +3.0% | -9.7% | +12.7% | +3.3% |
| 6M | +17.5% | +3.6% | +13.9% | +17.4% |
| YTD | +10.0% | +14.7% | -4.7% | +9.6% |
| 1Y | +3.3% | +29.6% | -26.3% | +2.7% |
| 3Y | -10.1% | +190.6% | -200.7% | -11.9% |
| 5Y | -23.7% | +67.1% | -90.8% | -25.4% |
| 10Y | +24.9% | +237.0% | -212.1% | +33.9% |
| All | +24.9% | +248.3% | -223.4% | +33.9% |
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