+328.7%
CFG vs VRSN
+461.6%
-132.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.9% | +3.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +3.2% | +0.7% | +2.5% | +2.9% |
| 3M | -9.7% | +4.1% | -13.8% | -11.5% |
| 6M | +3.6% | +6.7% | -3.1% | -0.4% |
| YTD | +14.7% | +27.1% | -12.4% | +1.0% |
| 1Y | +29.6% | +28.0% | +1.6% | +13.6% |
| 3Y | +190.6% | +52.6% | +137.9% | +128.5% |
| 5Y | +67.1% | +33.3% | +33.8% | +37.1% |
| 10Y | +237.0% | +279.5% | -42.5% | +56.8% |
| All | +328.7% | +461.6% | -132.9% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling