+969.9%
VGT vs CFG
+396.4%
+573.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | +1.5% | -0.5% | +0.5% |
| 30D | +1.3% | -3.8% | +5.1% | +2.5% |
| 3M | -1.1% | +11.5% | -12.6% | -4.7% |
| 6M | +32.6% | +19.2% | +13.4% | +25.1% |
| YTD | +29.0% | +23.7% | +5.3% | +20.0% |
| 1Y | +39.7% | +38.8% | +0.8% | +25.0% |
| 3Y | +120.9% | +178.9% | -58.0% | +56.4% |
| 5Y | +133.6% | +101.8% | +31.8% | +78.9% |
| 10Y | +792.6% | +317.3% | +475.3% | +386.1% |
| All | +969.9% | +396.4% | +573.5% | +446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling