+181.4%
CFG vs VRSN
+44.8%
+136.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -3.8% | -0.2% | -3.7% | -3.8% |
| 3M | +11.5% | -0.3% | +11.8% | +11.4% |
| 6M | +19.2% | +23.0% | -3.8% | +12.4% |
| YTD | +23.7% | +21.3% | +2.4% | +16.7% |
| 1Y | +38.8% | +6.7% | +32.1% | +36.2% |
| All | +181.4% | +44.8% | +136.5% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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