+342.3%
VTI vs CFG
+358.5%
-16.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.4% | +1.6% | +1.7% | +2.8% |
| 30D | -2.3% | +3.3% | -5.6% | -3.3% |
| 3M | -2.2% | -11.5% | +9.4% | +1.6% |
| 6M | +3.3% | +6.2% | -3.0% | +0.9% |
| YTD | +12.1% | +14.3% | -2.2% | +6.7% |
| 1Y | +12.2% | +26.7% | -14.5% | +3.2% |
| 3Y | +78.0% | +187.8% | -109.7% | +23.4% |
| 5Y | +65.2% | +61.3% | +3.9% | +34.1% |
| 10Y | +292.2% | +217.2% | +75.0% | +130.0% |
| All | +342.3% | +358.5% | -16.1% | +128.8% |
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