+237.0%
CFG vs VO
+206.8%
+30.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | -0.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +3.2% | +0.5% | +2.7% | +2.5% |
| 3M | -9.7% | -1.0% | -8.7% | -8.5% |
| 6M | +3.6% | +6.4% | -2.8% | -5.2% |
| YTD | +14.7% | +13.6% | +1.1% | -4.1% |
| 1Y | +29.6% | +14.5% | +15.1% | +7.2% |
| 3Y | +190.6% | +67.2% | +123.3% | +44.6% |
| 5Y | +67.1% | +36.1% | +31.0% | +11.8% |
| 10Y | +237.0% | +199.3% | +37.7% | -19.1% |
| All | +237.0% | +206.8% | +30.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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