+76.5%
VUG vs CFG
+101.4%
-24.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | -0.3% | -3.8% | +3.5% | +0.9% |
| 3M | -0.7% | +11.5% | -12.2% | -4.3% |
| 6M | +14.6% | +19.2% | -4.6% | +7.9% |
| YTD | +9.0% | +23.7% | -14.7% | +1.1% |
| 1Y | +14.9% | +38.8% | -24.0% | +2.3% |
| 3Y | +86.0% | +178.9% | -92.9% | +28.9% |
| All | +76.5% | +101.4% | -24.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling