+157.2%
VEA vs CFG
+396.4%
-239.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | +1.5% | -0.6% | +0.5% |
| 30D | +1.9% | -3.8% | +5.8% | +3.0% |
| 3M | +3.2% | +11.5% | -8.3% | -0.1% |
| 6M | +10.2% | +19.2% | -9.0% | +4.6% |
| YTD | +18.9% | +23.7% | -4.8% | +11.4% |
| 1Y | +29.3% | +38.8% | -9.5% | +17.0% |
| 3Y | +76.8% | +178.9% | -102.1% | +27.3% |
| 5Y | +61.2% | +101.8% | -40.6% | +24.5% |
| 10Y | +163.3% | +317.3% | -154.0% | +44.2% |
| All | +157.2% | +396.4% | -239.1% | +32.8% |
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