+111.6%
VWO vs CFG
+311.8%
-200.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | -0.3% | -4.6% | +4.3% | +0.8% |
| 3M | +4.0% | +7.9% | -3.9% | +1.9% |
| 6M | +8.1% | +19.9% | -11.8% | +3.2% |
| YTD | +11.6% | +21.7% | -10.1% | +6.0% |
| 1Y | +16.2% | +38.4% | -22.2% | +6.8% |
| 3Y | +63.3% | +187.0% | -123.7% | +22.4% |
| 5Y | +33.4% | +99.5% | -66.2% | +6.9% |
| All | +111.6% | +311.8% | -200.3% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling