+98.8%
CFG vs VSXY
+19.2%
+79.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -0.6% | -10.7% | +10.1% | +1.3% |
| 30D | -4.5% | -24.3% | +19.7% | +0.3% |
| 3M | +6.3% | +1.0% | +5.3% | +5.0% |
| 6M | +20.6% | +57.4% | -36.8% | +5.7% |
| YTD | +21.2% | +39.8% | -18.5% | +8.3% |
| 1Y | +38.2% | +196.5% | -158.3% | +2.7% |
| 3Y | +185.9% | +357.2% | -171.3% | +70.8% |
| All | +98.8% | +19.2% | +79.6% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling