+35.2%
VWO vs CFG
+99.7%
-64.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.9% | -4.5% | +5.4% | +1.9% |
| 3M | +4.3% | +6.3% | -2.1% | +2.7% |
| 6M | +10.5% | +20.6% | -10.1% | +5.9% |
| YTD | +13.4% | +21.2% | -7.9% | +8.3% |
| 1Y | +18.6% | +38.2% | -19.6% | +10.0% |
| 3Y | +65.8% | +185.9% | -120.1% | +27.8% |
| 5Y | +35.2% | +97.0% | -61.8% | +13.7% |
| All | +35.2% | +99.7% | -64.5% | +13.7% |
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