+123.4%
VRT vs CFG
+40.4%
+83.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | +1.5% | +7.6% | +8.4% |
| 30D | +0.9% | -3.8% | +4.8% | +2.7% |
| 3M | -13.4% | +11.5% | -24.9% | -17.1% |
| 6M | +11.7% | +19.2% | -7.5% | +3.2% |
| YTD | +73.2% | +23.7% | +49.5% | +57.6% |
| 1Y | +123.4% | +38.8% | +84.6% | +98.0% |
| All | +123.4% | +40.4% | +83.0% | +98.0% |
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