+316.4%
CFG vs VRSN
+466.8%
-150.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +1.1% | +4.9% | -3.8% | -1.0% |
| 3M | -12.0% | +5.8% | -17.8% | -14.3% |
| 6M | -2.2% | +12.6% | -14.8% | -8.2% |
| YTD | +11.4% | +28.2% | -16.8% | -2.3% |
| 1Y | +27.8% | +30.4% | -2.6% | +11.2% |
| 3Y | +173.3% | +54.6% | +118.7% | +113.7% |
| 5Y | +62.4% | +35.1% | +27.4% | +32.5% |
| 10Y | +249.6% | +294.0% | -44.4% | +59.6% |
| All | +316.4% | +466.8% | -150.4% | +62.0% |
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