+115.8%
CF vs VMC
+46.4%
+69.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +4.8% | +1.1% | +3.6% | +4.6% |
| 30D | +9.7% | +17.7% | -8.0% | +8.0% |
| 3M | +1.2% | +1.1% | +0.2% | +1.1% |
| 6M | +7.4% | +1.8% | +5.5% | +6.9% |
| YTD | +60.5% | +1.5% | +59.0% | +58.8% |
| 1Y | +50.7% | -1.1% | +51.9% | +49.9% |
| 3Y | +64.8% | +38.8% | +26.0% | +47.0% |
| 5Y | +115.8% | +49.6% | +66.2% | +86.4% |
| All | +115.8% | +46.4% | +69.4% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling