+84.0%
CFG vs VSXY
+101.4%
-17.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +0.7% | +10.2% | -9.5% | -1.1% |
| 30D | +2.8% | +33.6% | -30.9% | -2.6% |
| 3M | -10.1% | +10.8% | -20.9% | -12.4% |
| 6M | +3.2% | +130.5% | -127.4% | -15.0% |
| YTD | +14.2% | +104.4% | -90.3% | -4.6% |
| 1Y | +27.4% | +216.5% | -189.1% | -3.6% |
| 3Y | +187.6% | +465.9% | -278.3% | +75.0% |
| 5Y | +65.7% | +123.1% | -57.4% | +20.3% |
| All | +84.0% | +101.4% | -17.4% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling