+51.2%
CLX vs CFG
+347.0%
-295.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +13.6% | -0.9% | +14.5% | +13.6% |
| 30D | +23.4% | +1.1% | +22.3% | +23.3% |
| 3M | -2.8% | -12.0% | +9.1% | -2.4% |
| 6M | +14.0% | -2.2% | +16.2% | +14.1% |
| YTD | +4.2% | +11.4% | -7.2% | +3.9% |
| 1Y | -1.2% | +27.8% | -29.0% | -1.8% |
| 3Y | -12.7% | +173.3% | -186.0% | -14.8% |
| 5Y | -26.5% | +62.4% | -88.9% | -28.1% |
| 10Y | +20.2% | +249.6% | -229.4% | +12.9% |
| All | +51.2% | +347.0% | -295.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling