+484.4%
VUG vs CFG
+396.4%
+88.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -0.3% | -3.8% | +3.5% | +0.7% |
| 3M | -0.7% | +11.5% | -12.2% | -3.9% |
| 6M | +14.6% | +19.2% | -4.6% | +8.7% |
| YTD | +9.0% | +23.7% | -14.7% | +2.0% |
| 1Y | +14.9% | +38.8% | -24.0% | +3.7% |
| 3Y | +86.0% | +178.9% | -92.9% | +35.1% |
| 5Y | +76.7% | +101.8% | -25.1% | +38.0% |
| 10Y | +411.3% | +317.3% | +94.0% | +190.4% |
| All | +484.4% | +396.4% | +88.0% | +212.0% |
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 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