+77.9%
VUG vs CFG
+191.5%
-113.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.5% | +3.2% | -0.7% | +1.6% |
| 30D | -6.3% | +5.1% | -11.4% | -7.6% |
| 3M | -6.0% | -11.2% | +5.2% | -2.9% |
| 6M | -3.5% | +9.6% | -13.1% | -6.4% |
| YTD | +3.9% | +15.0% | -11.0% | -1.0% |
| 1Y | +5.1% | +29.9% | -24.8% | -3.6% |
| 3Y | +77.9% | +192.1% | -114.2% | +39.6% |
| All | +77.9% | +191.5% | -113.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling