+4,580.9%
CF vs VIG
+630.3%
+3,950.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -3.2% | -1.8% | -1.4% | -1.6% |
| 30D | +4.3% | +2.7% | +1.6% | +0.3% |
| 3M | +2.8% | 0.0% | +2.8% | +1.9% |
| 6M | +0.6% | +6.8% | -6.1% | -8.4% |
| YTD | +56.6% | +12.1% | +44.6% | +32.1% |
| 1Y | +49.6% | +14.8% | +34.8% | +22.2% |
| 3Y | +61.5% | +62.4% | -0.9% | -17.3% |
| 5Y | +124.0% | +59.6% | +64.4% | +13.7% |
| 10Y | +573.2% | +261.5% | +311.7% | +11.3% |
| All | +4,580.9% | +630.3% | +3,950.6% | +188.6% |
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