+316.4%
CFG vs VIG
+297.1%
+19.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -0.9% | -1.8% | +0.9% | +1.7% |
| 30D | +1.1% | +2.7% | -1.6% | -2.8% |
| 3M | -12.0% | 0.0% | -12.0% | -12.0% |
| 6M | -2.2% | +6.8% | -9.0% | -11.1% |
| YTD | +11.4% | +12.1% | -0.7% | -5.5% |
| 1Y | +27.8% | +14.8% | +13.0% | +4.7% |
| 3Y | +173.3% | +62.4% | +110.9% | +38.1% |
| 5Y | +62.4% | +59.6% | +2.9% | -14.4% |
| 10Y | +249.6% | +261.5% | -11.9% | -30.3% |
| All | +316.4% | +297.1% | +19.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling