+99.3%
CFG vs VSXY
+37.4%
+61.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +1.5% | -14.0% | +15.5% | +4.1% |
| 30D | -3.8% | -15.9% | +12.1% | -1.2% |
| 3M | +11.5% | +3.4% | +8.1% | +9.7% |
| 6M | +19.2% | +25.9% | -6.7% | +9.9% |
| YTD | +23.7% | +39.5% | -15.8% | +11.2% |
| 1Y | +38.8% | +194.4% | -155.5% | +5.2% |
| 3Y | +178.9% | +281.4% | -102.5% | +81.6% |
| 5Y | +101.8% | +12.8% | +89.0% | +59.9% |
| All | +99.3% | +37.4% | +61.9% | +53.8% |
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