-23.8%
CLX vs CFG
+39.0%
-62.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -3.5% | +2.7% | -6.2% | -4.2% |
| 30D | -11.9% | -3.7% | -8.2% | -11.2% |
| 3M | -2.6% | +9.5% | -12.1% | -4.3% |
| 6M | -18.2% | +22.2% | -40.4% | -20.7% |
| YTD | -5.9% | +22.3% | -28.2% | -9.4% |
| 1Y | -23.8% | +39.4% | -63.3% | -28.7% |
| All | -23.8% | +39.0% | -62.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling