+237.0%
CFG vs VFC
-44.8%
+281.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | +0.3% | +7.7% | -7.4% | -2.8% |
| 30D | +3.2% | +39.2% | -36.0% | -10.5% |
| 3M | -9.7% | +40.3% | -50.0% | -22.2% |
| 6M | +3.6% | +11.4% | -7.7% | -3.2% |
| YTD | +14.7% | +17.5% | -2.8% | +3.6% |
| 1Y | +29.6% | +45.9% | -16.3% | +6.0% |
| 3Y | +190.6% | +47.3% | +143.2% | +90.3% |
| 5Y | +67.1% | -67.2% | +134.3% | +165.7% |
| 10Y | +237.0% | -46.1% | +283.1% | +366.5% |
| All | +237.0% | -44.8% | +281.8% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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