+190.3%
CFG vs VO
+66.5%
+123.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.4% |
| 7D | +1.6% | +2.9% | -1.3% | -2.5% |
| 30D | +3.3% | +1.0% | +2.3% | +1.8% |
| 3M | -11.5% | -1.7% | -9.8% | -9.4% |
| 6M | +6.2% | +6.7% | -0.5% | -3.5% |
| YTD | +14.3% | +14.0% | +0.3% | -5.7% |
| 1Y | +26.7% | +13.7% | +13.1% | +5.0% |
| All | +190.3% | +66.5% | +123.8% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling