+471.5%
CF vs VMC
+125.2%
+346.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +4.8% | -1.3% | +6.0% | +5.2% |
| 30D | +4.7% | +15.5% | -10.7% | -1.7% |
| 3M | +7.4% | +0.6% | +6.8% | +6.2% |
| 6M | +0.6% | +2.1% | -1.5% | -2.4% |
| YTD | +64.1% | -1.6% | +65.7% | +58.8% |
| 1Y | +51.4% | -1.2% | +52.6% | +46.0% |
| 3Y | +67.8% | +35.3% | +32.5% | +33.2% |
| 5Y | +114.1% | +43.6% | +70.5% | +58.9% |
| All | +471.5% | +125.2% | +346.2% | +208.3% |
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