+349.7%
VTI vs CFG
+396.4%
-46.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | 0.0% | -3.8% | +3.9% | +1.2% |
| 3M | +2.0% | +11.5% | -9.5% | -1.7% |
| 6M | +13.0% | +19.2% | -6.2% | +6.4% |
| YTD | +13.9% | +23.7% | -9.8% | +5.8% |
| 1Y | +20.0% | +38.8% | -18.8% | +7.1% |
| 3Y | +75.8% | +178.9% | -103.1% | +22.7% |
| 5Y | +73.8% | +101.8% | -27.9% | +31.2% |
| 10Y | +297.5% | +317.3% | -19.8% | +112.9% |
| All | +349.7% | +396.4% | -46.7% | +127.0% |
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 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