+4,548.7%
CF vs VIG
+633.1%
+3,915.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +10.2% |
| 7D | +0.4% | -2.0% | +2.4% | +2.2% |
| 30D | +2.2% | +2.7% | -0.5% | -1.8% |
| 3M | +2.1% | +0.3% | +1.8% | +0.7% |
| 6M | -6.5% | +7.6% | -14.1% | -15.7% |
| YTD | +55.6% | +12.5% | +43.1% | +30.6% |
| 1Y | +42.3% | +14.8% | +27.5% | +16.4% |
| 3Y | +55.7% | +63.2% | -7.4% | -20.7% |
| 5Y | +122.4% | +60.2% | +62.3% | +12.4% |
| 10Y | +568.5% | +262.8% | +305.7% | +10.0% |
| All | +4,548.7% | +633.1% | +3,915.6% | +185.4% |
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