-49.4%
VG vs CFG
+47.3%
-96.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -7.7% | +0.7% | -8.4% | -8.0% |
| 30D | -8.8% | +2.8% | -11.6% | -10.1% |
| 3M | -15.6% | -10.1% | -5.5% | -12.0% |
| 6M | +5.2% | +3.2% | +2.0% | +0.6% |
| YTD | +76.9% | +14.2% | +62.7% | +53.5% |
| 1Y | +42.5% | +27.4% | +15.1% | +11.2% |
| All | -49.4% | +47.3% | -96.7% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling