+217.0%
CFG vs VFC
-47.2%
+264.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +0.7% | +3.5% | -2.8% | -0.7% |
| 30D | +2.8% | +38.3% | -35.5% | -10.6% |
| 3M | -10.1% | +40.2% | -50.3% | -22.5% |
| 6M | +3.2% | +10.6% | -7.4% | -3.3% |
| YTD | +14.2% | +16.7% | -2.5% | +3.4% |
| 1Y | +27.4% | +45.0% | -17.6% | +4.5% |
| 3Y | +187.6% | +48.8% | +138.8% | +87.2% |
| 5Y | +65.7% | -67.6% | +133.3% | +165.0% |
| All | +217.0% | -47.2% | +264.2% | +343.4% |
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