+34.8%
CF vs VMC
+3.7%
+31.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -2.8% |
| 7D | -6.9% | +12.3% | -19.2% | -3.0% |
| 30D | -3.7% | +21.2% | -25.0% | +2.9% |
| 3M | -5.0% | +4.6% | -9.6% | -3.3% |
| 6M | -10.5% | +3.9% | -14.3% | -8.0% |
| YTD | +46.5% | +5.0% | +41.5% | +51.7% |
| 1Y | +34.8% | +2.6% | +32.2% | +39.7% |
| All | +34.8% | +3.7% | +31.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling