+13.8%
VRT vs CFG
+34.2%
-20.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.3% | -14.0% |
| 7D | -15.4% | +1.8% | -17.2% | -16.2% |
| 30D | -19.0% | +3.3% | -22.2% | -20.3% |
| 3M | -23.8% | -9.8% | -14.0% | -19.7% |
| 6M | -37.9% | +5.2% | -43.1% | -39.9% |
| YTD | +27.0% | +16.1% | +10.9% | +10.6% |
| 1Y | +13.8% | +33.7% | -19.9% | -13.0% |
| All | +13.8% | +34.2% | -20.4% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling