+5.2%
VUG vs CFG
+34.2%
-29.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.0% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | -6.4% | +3.3% | -9.7% | -7.1% |
| 3M | -3.2% | -9.8% | +6.6% | -1.1% |
| 6M | +3.1% | +5.2% | -2.1% | +1.4% |
| YTD | +6.3% | +16.1% | -9.8% | +0.9% |
| 1Y | +5.2% | +33.7% | -28.5% | -5.5% |
| All | +5.2% | +34.2% | -29.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling