+487.0%
CF vs VIG
+267.0%
+220.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.3% |
| 7D | -0.9% | +0.4% | -1.3% | -1.7% |
| 30D | +6.9% | +4.3% | +2.7% | +2.2% |
| 3M | +4.8% | +2.0% | +2.8% | +2.1% |
| 6M | +4.7% | +10.2% | -5.5% | -5.6% |
| YTD | +56.5% | +14.8% | +41.7% | +33.8% |
| 1Y | +48.4% | +17.5% | +31.0% | +23.9% |
| 3Y | +59.1% | +67.4% | -8.3% | -10.6% |
| 5Y | +109.5% | +63.4% | +46.2% | +18.8% |
| 10Y | +487.0% | +259.9% | +227.1% | +38.1% |
| All | +487.0% | +267.0% | +220.0% | +38.1% |
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