+211.4%
CFG vs VLTO
+27.2%
+184.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +1.5% | -2.3% | +3.8% | +2.6% |
| 30D | -3.8% | -0.9% | -3.0% | -3.6% |
| 3M | +11.5% | +13.8% | -2.3% | +4.1% |
| 6M | +19.2% | +2.0% | +17.2% | +17.5% |
| YTD | +23.7% | -3.2% | +26.9% | +25.0% |
| 1Y | +38.8% | -9.2% | +48.0% | +45.4% |
| All | +211.4% | +27.2% | +184.2% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling