+112.0%
CF vs VMC
+42.5%
+69.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | +4.3% | +15.8% | -11.5% | +2.8% |
| 3M | +2.8% | +0.6% | +2.2% | +2.6% |
| 6M | +0.6% | -4.0% | +4.6% | +0.9% |
| YTD | +56.6% | -0.3% | +56.9% | +55.2% |
| 1Y | +49.6% | -0.5% | +50.1% | +48.2% |
| 3Y | +61.5% | +39.6% | +21.9% | +43.2% |
| All | +112.0% | +42.5% | +69.5% | +86.5% |
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