+77.7%
VUG vs CFG
+168.6%
-90.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -11.1% | +1.1% | -12.2% | -11.3% |
| 3M | -7.2% | -12.0% | +4.7% | -3.9% |
| 6M | -4.1% | -2.2% | -1.9% | -3.9% |
| YTD | +1.4% | +11.4% | -10.0% | -2.6% |
| 1Y | +1.9% | +27.8% | -25.9% | -6.1% |
| 3Y | +77.7% | +173.3% | -95.6% | +41.0% |
| All | +77.7% | +168.6% | -90.9% | +41.0% |
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