+1,740.6%
VRT vs CFG
+125.7%
+1,614.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | -21.4% | -0.9% | -20.5% | -21.1% |
| 30D | -25.8% | +1.1% | -26.9% | -26.2% |
| 3M | -33.5% | -12.0% | -21.5% | -29.7% |
| 6M | -49.0% | -2.2% | -46.8% | -48.9% |
| YTD | +12.9% | +11.4% | +1.5% | +6.9% |
| 1Y | 0.0% | +27.8% | -27.8% | -11.0% |
| 3Y | +361.8% | +173.3% | +188.5% | +192.6% |
| 5Y | +565.1% | +62.4% | +502.7% | +418.4% |
| All | +1,740.6% | +125.7% | +1,614.9% | +852.4% |
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