-22.0%
VST vs CFG
+28.3%
-50.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +6.6% | +3.2% | +3.4% | +6.1% |
| 30D | -12.4% | +5.1% | -17.5% | -13.1% |
| 3M | -9.0% | -11.2% | +2.2% | -6.8% |
| 6M | -6.4% | +9.6% | -16.0% | -9.0% |
| YTD | -17.2% | +15.0% | -32.2% | -19.6% |
| 1Y | -22.0% | +29.9% | -51.9% | -22.9% |
| All | -22.0% | +28.3% | -50.3% | -22.9% |
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 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