+580.6%
CF vs VIG
+241.8%
+338.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.8% |
| 7D | +6.0% | -0.4% | +6.4% | +6.4% |
| 30D | +14.8% | -1.0% | +15.8% | +15.8% |
| 3M | +14.1% | +2.8% | +11.3% | +10.7% |
| 6M | +28.5% | +8.2% | +20.3% | +17.3% |
| YTD | +74.9% | +11.0% | +63.9% | +55.4% |
| 1Y | +61.7% | +16.1% | +45.5% | +36.9% |
| 3Y | +80.3% | +56.2% | +24.2% | +9.3% |
| 5Y | +226.0% | +63.0% | +163.0% | +84.2% |
| All | +580.6% | +241.8% | +338.8% | +53.0% |
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