-32.0%
CLX vs CFG
+180.9%
-212.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +1.5% | -10.8% | -9.4% |
| 30D | -11.0% | -3.8% | -7.2% | -10.6% |
| 3M | +5.0% | +11.5% | -6.4% | +3.8% |
| 6M | -18.8% | +19.2% | -38.0% | -20.4% |
| YTD | -4.4% | +23.7% | -28.1% | -6.7% |
| 1Y | -21.9% | +38.8% | -60.7% | -24.6% |
| All | -32.0% | +180.9% | -212.8% | -44.0% |
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