+112.0%
CF vs VIG
+59.0%
+53.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | +4.3% | +2.7% | +1.6% | +2.7% |
| 3M | +2.8% | 0.0% | +2.8% | +2.4% |
| 6M | +0.6% | +6.8% | -6.1% | -3.1% |
| YTD | +56.6% | +12.1% | +44.6% | +46.2% |
| 1Y | +49.6% | +14.8% | +34.8% | +37.5% |
| 3Y | +61.5% | +62.4% | -0.9% | +17.5% |
| All | +112.0% | +59.0% | +53.0% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling