-44.1%
VG vs CFG
+47.4%
-91.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +15.1% | +1.6% | +13.5% | +14.4% |
| 30D | -4.2% | +3.3% | -7.5% | -5.7% |
| 3M | -3.1% | -11.5% | +8.4% | +1.8% |
| 6M | +0.3% | +6.2% | -5.9% | -5.7% |
| YTD | +95.5% | +14.3% | +81.2% | +69.6% |
| 1Y | +64.4% | +26.7% | +37.7% | +28.9% |
| All | -44.1% | +47.4% | -91.5% | -66.0% |
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