+362.4%
CFG vs VO
+236.5%
+125.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.9% |
| 30D | -3.8% | -0.3% | -3.5% | -3.4% |
| 3M | +11.5% | +2.9% | +8.5% | +7.1% |
| 6M | +19.2% | +9.3% | +9.8% | +5.6% |
| YTD | +23.7% | +14.2% | +9.5% | +3.5% |
| 1Y | +38.8% | +15.3% | +23.6% | +14.9% |
| 3Y | +178.9% | +56.2% | +122.7% | +57.2% |
| 5Y | +101.8% | +42.4% | +59.3% | +28.7% |
| 10Y | +317.3% | +194.7% | +122.5% | +13.7% |
| All | +362.4% | +236.5% | +125.9% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling