+113.0%
CF vs VIG
+64.0%
+49.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +4.8% | +1.0% | +3.8% | +4.1% |
| 30D | +9.7% | +4.5% | +5.2% | +7.2% |
| 3M | +1.2% | +2.1% | -0.8% | 0.0% |
| 6M | +7.4% | +10.5% | -3.1% | +1.9% |
| YTD | +60.5% | +15.1% | +45.4% | +48.2% |
| 1Y | +50.7% | +16.9% | +33.9% | +37.7% |
| 3Y | +64.8% | +65.6% | -0.8% | +19.1% |
| All | +113.0% | +64.0% | +49.0% | +53.7% |
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