+362.4%
CFG vs VSAT
+31.4%
+330.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.2% |
| 7D | +1.5% | +11.8% | -10.3% | -0.9% |
| 30D | -3.8% | -7.0% | +3.2% | -2.6% |
| 3M | +11.5% | +3.3% | +8.2% | +7.8% |
| 6M | +19.2% | +57.4% | -38.3% | +2.8% |
| YTD | +23.7% | +118.6% | -94.9% | -2.7% |
| 1Y | +38.8% | +150.2% | -111.4% | +3.6% |
| 3Y | +178.9% | +160.7% | +18.2% | +75.5% |
| 5Y | +101.8% | +51.2% | +50.6% | +34.2% |
| 10Y | +317.3% | -0.7% | +317.9% | +183.7% |
| All | +362.4% | +31.4% | +330.9% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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