+471.5%
CF vs VIG
+262.6%
+208.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | +3.5% | +1.3% | +1.5% |
| 30D | +4.7% | +4.9% | -0.2% | -0.5% |
| 3M | +7.4% | +2.5% | +4.9% | +4.2% |
| 6M | +0.6% | +11.0% | -10.4% | -9.9% |
| YTD | +64.1% | +16.0% | +48.1% | +39.0% |
| 1Y | +51.4% | +17.5% | +33.9% | +26.4% |
| 3Y | +67.8% | +67.0% | +0.8% | -5.2% |
| 5Y | +114.1% | +64.8% | +49.3% | +20.5% |
| All | +471.5% | +262.6% | +208.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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