+383.5%
V vs CFG
+324.8%
+58.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | +2.0% | -3.8% | +5.8% | +3.1% |
| 3M | +17.4% | +11.5% | +5.9% | +13.2% |
| 6M | +17.5% | +19.2% | -1.7% | +10.8% |
| YTD | +7.6% | +23.7% | -16.1% | 0.0% |
| 1Y | +7.7% | +38.8% | -31.1% | -3.7% |
| 3Y | +54.7% | +178.9% | -124.2% | +7.5% |
| 5Y | +73.0% | +101.8% | -28.7% | +30.6% |
| All | +383.5% | +324.8% | +58.7% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling