+481.0%
CF vs VMC
+136.9%
+344.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +4.8% | +1.1% | +3.6% | +4.0% |
| 30D | +9.7% | +17.7% | -8.0% | +2.2% |
| 3M | +1.2% | +1.1% | +0.2% | -0.1% |
| 6M | +7.4% | +1.8% | +5.5% | +4.5% |
| YTD | +60.5% | +1.5% | +59.0% | +53.5% |
| 1Y | +50.7% | -1.1% | +51.9% | +45.7% |
| 3Y | +64.8% | +38.8% | +26.0% | +29.7% |
| 5Y | +115.8% | +49.6% | +66.2% | +57.4% |
| 10Y | +481.0% | +130.6% | +350.4% | +206.9% |
| All | +481.0% | +136.9% | +344.2% | +206.9% |
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