+276.2%
VTV vs CFG
+361.3%
-85.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.9% | +3.2% | -0.3% | +1.9% |
| 30D | +3.8% | +5.1% | -1.3% | +2.1% |
| 3M | +1.6% | -11.2% | +12.8% | +5.4% |
| 6M | +11.2% | +9.6% | +1.6% | +7.5% |
| YTD | +22.0% | +15.0% | +7.0% | +15.7% |
| 1Y | +24.9% | +29.9% | -5.0% | +13.7% |
| 3Y | +78.5% | +192.1% | -113.6% | +21.0% |
| 5Y | +77.8% | +62.3% | +15.5% | +42.2% |
| 10Y | +231.1% | +219.2% | +11.9% | +89.2% |
| All | +276.2% | +361.3% | -85.1% | +89.6% |
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