+119.2%
VXUS vs CFG
+347.0%
-227.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -4.6% | +1.1% | -5.6% | -4.9% |
| 3M | -6.1% | -12.0% | +5.9% | -2.9% |
| 6M | -4.9% | -2.2% | -2.7% | -4.6% |
| YTD | +8.1% | +11.4% | -3.4% | +4.3% |
| 1Y | +12.1% | +27.8% | -15.8% | +4.2% |
| 3Y | +63.9% | +173.3% | -109.4% | +20.0% |
| 5Y | +43.1% | +62.4% | -19.3% | +18.4% |
| 10Y | +139.2% | +249.6% | -110.4% | +39.8% |
| All | +119.2% | +347.0% | -227.8% | +17.5% |
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