+5,128.2%
CF vs VIG
+623.5%
+4,504.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.7% |
| 7D | +6.0% | -0.4% | +6.4% | +6.5% |
| 30D | +14.8% | -1.0% | +15.8% | +16.1% |
| 3M | +14.1% | +2.8% | +11.3% | +9.8% |
| 6M | +28.5% | +8.2% | +20.3% | +14.4% |
| YTD | +74.9% | +11.0% | +63.9% | +50.5% |
| 1Y | +61.7% | +16.1% | +45.5% | +31.2% |
| 3Y | +80.3% | +56.2% | +24.2% | -2.2% |
| 5Y | +226.0% | +63.0% | +163.0% | +61.7% |
| 10Y | +569.9% | +241.4% | +328.4% | +20.9% |
| All | +5,128.2% | +623.5% | +4,504.7% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling