+266.6%
VTV vs CFG
+390.8%
-124.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.6% |
| 30D | +0.1% | -3.7% | +3.8% | +1.3% |
| 3M | +6.2% | +9.5% | -3.3% | +2.9% |
| 6M | +13.5% | +22.2% | -8.8% | +5.9% |
| YTD | +18.9% | +22.3% | -3.5% | +10.5% |
| 1Y | +25.8% | +39.4% | -13.7% | +11.8% |
| 3Y | +68.7% | +188.5% | -119.7% | +14.6% |
| 5Y | +80.3% | +101.5% | -21.2% | +33.8% |
| 10Y | +226.3% | +308.6% | -82.3% | +71.6% |
| All | +266.6% | +390.8% | -124.3% | +81.2% |
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