+173.3%
CFG vs VFC
+39.5%
+133.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | +11.2% | -12.1% | -3.6% |
| 30D | +1.1% | +41.5% | -40.4% | -7.6% |
| 3M | -12.0% | +38.9% | -50.9% | -19.4% |
| 6M | -2.2% | +6.1% | -8.4% | -4.8% |
| YTD | +11.4% | +14.5% | -3.1% | +5.9% |
| 1Y | +27.8% | +46.0% | -18.1% | +14.1% |
| 3Y | +173.3% | +36.4% | +136.9% | +129.1% |
| All | +173.3% | +39.5% | +133.8% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling