+60.9%
VEA vs CFG
+99.7%
-38.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +0.4% | -4.5% | +5.0% | +1.6% |
| 3M | +4.8% | +6.3% | -1.5% | +2.9% |
| 6M | +11.3% | +20.6% | -9.3% | +5.5% |
| YTD | +17.4% | +21.2% | -3.9% | +11.0% |
| 1Y | +26.2% | +38.2% | -12.0% | +15.0% |
| 3Y | +77.7% | +185.9% | -108.2% | +28.4% |
| 5Y | +60.9% | +97.0% | -36.1% | +30.1% |
| All | +60.9% | +99.7% | -38.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling