+443.5%
VRTX vs CFG
+313.6%
+129.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -3.0% |
| 7D | -3.4% | +2.7% | -6.1% | -3.8% |
| 30D | +6.6% | -3.7% | +10.3% | +7.2% |
| 3M | +19.4% | +9.5% | +9.9% | +17.5% |
| 6M | +15.8% | +22.2% | -6.4% | +11.8% |
| YTD | +16.7% | +22.3% | -5.7% | +12.4% |
| 1Y | +33.8% | +39.4% | -5.6% | +26.0% |
| 3Y | +54.2% | +188.5% | -134.3% | +26.2% |
| 5Y | +176.4% | +101.5% | +74.8% | +136.1% |
| 10Y | +443.5% | +308.6% | +134.9% | +198.9% |
| All | +443.5% | +313.6% | +129.9% | +198.9% |
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