-39.3%
VG vs CFG
+59.6%
-98.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.5% | +0.2% | +1.0% |
| 30D | +16.0% | -3.8% | +19.8% | +17.8% |
| 3M | +9.7% | +11.5% | -1.8% | +2.1% |
| 6M | +29.6% | +19.2% | +10.4% | +13.4% |
| YTD | +112.0% | +23.7% | +88.3% | +78.3% |
| 1Y | +12.8% | +38.8% | -26.0% | -14.8% |
| All | -39.3% | +59.6% | -98.9% | -64.3% |
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 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