+175.9%
CFG vs VLTO
+68.7%
+107.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.2% | +12.0% | -14.2% | -6.8% |
| 30D | +0.4% | +20.8% | -20.5% | -7.6% |
| 3M | -12.6% | +20.1% | -32.7% | -19.5% |
| 6M | +0.6% | +32.6% | -32.0% | -11.9% |
| YTD | +12.4% | +17.3% | -4.9% | +4.5% |
| 1Y | +27.7% | +17.3% | +10.4% | +18.5% |
| All | +175.9% | +68.7% | +107.2% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling