+348.8%
IVV vs CFG
+351.2%
-2.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.5% |
| 7D | -4.8% | -2.2% | -2.6% | -4.1% |
| 30D | -5.9% | +0.4% | -6.3% | -6.0% |
| 3M | -4.5% | -12.6% | +8.1% | -0.7% |
| 6M | +1.8% | +0.6% | +1.2% | +1.2% |
| YTD | +8.4% | +12.4% | -4.1% | +3.8% |
| 1Y | +9.4% | +27.7% | -18.3% | +0.7% |
| 3Y | +75.3% | +172.4% | -97.1% | +24.9% |
| 5Y | +67.8% | +64.0% | +3.8% | +36.2% |
| 10Y | +314.2% | +252.8% | +61.3% | +137.3% |
| All | +348.8% | +351.2% | -2.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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