+102.5%
CFG vs VFC
-79.1%
+181.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.8% |
| 7D | +1.5% | -1.6% | +3.1% | +2.0% |
| 30D | -3.8% | -11.6% | +7.8% | -0.2% |
| 3M | +11.5% | -18.1% | +29.6% | +17.3% |
| 6M | +19.2% | -27.4% | +46.5% | +29.3% |
| YTD | +23.7% | -24.8% | +48.5% | +32.6% |
| 1Y | +38.8% | -8.2% | +47.1% | +38.4% |
| 3Y | +178.9% | -29.1% | +208.0% | +170.6% |
| All | +102.5% | -79.1% | +181.6% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling