-22.6%
CLX vs CFG
+61.7%
-84.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.1% |
| 7D | +9.5% | +3.2% | +6.3% | +9.1% |
| 30D | +30.7% | +5.1% | +25.6% | +29.9% |
| 3M | +4.2% | -11.2% | +15.5% | +5.6% |
| 6M | +22.1% | +9.6% | +12.6% | +21.0% |
| YTD | +14.1% | +15.0% | -0.9% | +12.4% |
| 1Y | +10.3% | +29.9% | -19.6% | +7.5% |
| 3Y | -7.8% | +192.1% | -199.9% | -18.4% |
| All | -22.6% | +61.7% | -84.3% | -29.3% |
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