+789.2%
VGT vs CFG
+311.8%
+477.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | -0.4% | -4.6% | +4.2% | +1.0% |
| 3M | +6.6% | +7.9% | -1.3% | +3.9% |
| 6M | +31.0% | +19.9% | +11.2% | +23.5% |
| YTD | +27.2% | +21.7% | +5.6% | +19.1% |
| 1Y | +34.5% | +38.4% | -4.0% | +20.7% |
| 3Y | +123.1% | +187.0% | -63.9% | +57.8% |
| 5Y | +135.1% | +99.5% | +35.6% | +81.8% |
| All | +789.2% | +311.8% | +477.4% | +452.7% |
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