+568.0%
CF vs VMC
+159.8%
+408.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.7% |
| 30D | +4.3% | +15.8% | -11.5% | -2.2% |
| 3M | +2.8% | +0.6% | +2.2% | +1.6% |
| 6M | +0.6% | -4.0% | +4.6% | +0.4% |
| YTD | +56.6% | -0.3% | +56.9% | +50.8% |
| 1Y | +49.6% | -0.5% | +50.1% | +43.9% |
| 3Y | +61.5% | +39.6% | +21.9% | +26.0% |
| 5Y | +124.0% | +50.1% | +73.9% | +61.8% |
| All | +568.0% | +159.8% | +408.2% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling