-1.4%
CLX vs CFG
+308.1%
-309.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -15.8% | -4.5% | -11.3% | -15.7% |
| 3M | -7.9% | +6.3% | -14.3% | -8.1% |
| 6M | -19.0% | +20.6% | -39.6% | -19.4% |
| YTD | -7.9% | +21.2% | -29.2% | -8.4% |
| 1Y | -25.4% | +38.2% | -63.6% | -26.0% |
| 3Y | -35.0% | +185.9% | -220.9% | -36.4% |
| 5Y | -36.8% | +97.0% | -133.7% | -38.1% |
| 10Y | -1.4% | +306.8% | -308.2% | -4.8% |
| All | -1.4% | +308.1% | -309.6% | -4.8% |
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