+100.1%
VICI vs CFG
+121.0%
-21.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +0.9% | +3.2% | -2.3% | -0.2% |
| 30D | +9.0% | +5.1% | +3.9% | +7.1% |
| 3M | -3.2% | -11.2% | +8.0% | +0.8% |
| 6M | -8.1% | +9.6% | -17.7% | -11.5% |
| YTD | -6.3% | +15.0% | -21.3% | -12.0% |
| 1Y | -12.1% | +29.9% | -42.0% | -21.2% |
| 3Y | +6.4% | +192.1% | -185.7% | -33.0% |
| 5Y | +14.9% | +62.3% | -47.4% | -11.8% |
| All | +100.1% | +121.0% | -21.0% | +3.9% |
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