+73.0%
CF vs VMC
+21.0%
+52.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.2% |
| 7D | +6.0% | -4.3% | +10.3% | +5.7% |
| 30D | +14.8% | -8.2% | +23.1% | +14.3% |
| 3M | +14.1% | -7.0% | +21.1% | +13.7% |
| 6M | +28.5% | -10.8% | +39.3% | +29.0% |
| YTD | +74.9% | -7.4% | +82.3% | +74.5% |
| 1Y | +61.7% | -9.5% | +71.2% | +61.6% |
| All | +73.0% | +21.0% | +52.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling