+237.0%
CFG vs VIG
+267.0%
-30.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | -0.7% |
| 7D | +0.3% | +0.4% | -0.1% | -0.4% |
| 30D | +3.2% | +4.3% | -1.0% | -3.2% |
| 3M | -9.7% | +2.0% | -11.7% | -12.5% |
| 6M | +3.6% | +10.2% | -6.6% | -10.5% |
| YTD | +14.7% | +14.8% | -0.1% | -6.7% |
| 1Y | +29.6% | +17.5% | +12.1% | +1.8% |
| 3Y | +190.6% | +67.4% | +123.2% | +36.4% |
| 5Y | +67.1% | +63.4% | +3.7% | -17.3% |
| 10Y | +237.0% | +259.9% | -22.9% | -36.1% |
| All | +237.0% | +267.0% | -30.0% | -36.1% |
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