+304.1%
CFG vs VIG
+247.5%
+56.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.1% |
| 7D | -1.7% | -2.2% | +0.5% | +1.7% |
| 30D | -4.6% | -3.2% | -1.4% | +0.2% |
| 3M | +7.9% | +3.0% | +4.8% | +3.2% |
| 6M | +19.9% | +8.1% | +11.7% | +6.6% |
| YTD | +21.7% | +9.1% | +12.6% | +7.0% |
| 1Y | +38.4% | +12.6% | +25.9% | +16.2% |
| 3Y | +187.0% | +55.4% | +131.6% | +51.4% |
| 5Y | +99.5% | +62.8% | +36.7% | -0.7% |
| All | +304.1% | +247.5% | +56.6% | -25.1% |
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