-12.5%
VG vs CFG
+4.5%
-17.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.4% | -10.1% | -6.1% |
| 7D | -16.4% | +1.8% | -18.1% | -15.0% |
| 30D | -10.8% | +3.3% | -14.1% | -8.6% |
| 3M | -6.3% | -9.8% | +3.5% | -12.2% |
| 6M | -12.5% | +5.2% | -17.7% | -10.4% |
| All | -12.5% | +4.5% | -17.0% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling