+340.6%
VTI vs CFG
+361.3%
-20.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | -1.5% | +5.1% | -6.7% | -3.1% |
| 3M | -3.2% | -11.2% | +8.1% | +0.4% |
| 6M | +2.3% | +9.6% | -7.3% | -1.0% |
| YTD | +11.6% | +15.0% | -3.3% | +6.0% |
| 1Y | +13.8% | +29.9% | -16.1% | +3.8% |
| 3Y | +77.4% | +192.1% | -114.7% | +22.4% |
| 5Y | +64.6% | +62.3% | +2.3% | +33.3% |
| 10Y | +290.6% | +219.2% | +71.4% | +128.7% |
| All | +340.6% | +361.3% | -20.7% | +127.4% |
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