+458.5%
VUG vs CFG
+360.2%
+98.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.2% | +1.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | -8.2% | +3.2% | -11.4% | -9.0% |
| 3M | -5.4% | -9.7% | +4.3% | -2.8% |
| 6M | -2.5% | +3.6% | -6.2% | -3.9% |
| YTD | +4.2% | +14.7% | -10.5% | -0.5% |
| 1Y | +5.0% | +29.6% | -24.5% | -3.2% |
| 3Y | +81.7% | +190.6% | -108.8% | +30.8% |
| 5Y | +62.5% | +67.1% | -4.6% | +33.8% |
| 10Y | +396.3% | +237.0% | +159.3% | +201.3% |
| All | +458.5% | +360.2% | +98.4% | +204.5% |
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 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