+208.5%
CFG vs VIG
+262.6%
-54.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +3.5% | -0.3% | -2.0% |
| 30D | +5.1% | +4.9% | +0.2% | -2.3% |
| 3M | -11.2% | +2.5% | -13.8% | -14.6% |
| 6M | +9.6% | +11.0% | -1.5% | -6.5% |
| YTD | +15.0% | +16.0% | -1.0% | -8.0% |
| 1Y | +29.9% | +17.5% | +12.3% | +1.9% |
| 3Y | +192.1% | +67.0% | +125.1% | +37.6% |
| 5Y | +62.3% | +64.8% | -2.5% | -20.7% |
| All | +208.5% | +262.6% | -54.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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