+68.5%
VG vs CFG
+28.3%
+40.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.7% |
| 7D | +14.0% | +3.2% | +10.8% | +15.3% |
| 30D | -1.0% | +5.1% | -6.1% | +1.2% |
| 3M | -2.7% | -11.2% | +8.5% | -7.2% |
| 6M | +1.5% | +9.6% | -8.1% | +4.7% |
| YTD | +93.7% | +15.0% | +78.7% | +108.8% |
| 1Y | +68.5% | +29.9% | +38.7% | +95.6% |
| All | +68.5% | +28.3% | +40.2% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling