+487.0%
CF vs VMC
+145.8%
+341.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.2% |
| 30D | +6.9% | +18.3% | -11.4% | -0.6% |
| 3M | +4.8% | +1.9% | +3.0% | +3.2% |
| 6M | +4.7% | +2.4% | +2.3% | +1.6% |
| YTD | +56.5% | +2.1% | +54.4% | +49.3% |
| 1Y | +48.4% | +1.5% | +46.9% | +41.7% |
| 3Y | +59.1% | +41.5% | +17.7% | +24.1% |
| 5Y | +109.5% | +46.4% | +63.2% | +54.8% |
| 10Y | +487.0% | +139.8% | +347.1% | +210.2% |
| All | +487.0% | +145.8% | +341.1% | +210.2% |
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