+113.8%
CF vs VMC
+46.0%
+67.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.5% |
| 7D | +5.4% | -1.7% | +7.0% | +5.5% |
| 30D | +6.5% | +15.3% | -8.7% | +5.0% |
| 3M | +4.6% | +0.3% | +4.3% | +4.4% |
| 6M | -3.3% | +0.9% | -4.2% | -3.8% |
| YTD | +63.9% | -1.0% | +64.9% | +62.4% |
| 1Y | +50.4% | -4.3% | +54.8% | +50.1% |
| 3Y | +68.2% | +35.3% | +32.9% | +50.4% |
| 5Y | +113.8% | +44.4% | +69.4% | +86.3% |
| All | +113.8% | +46.0% | +67.8% | +86.3% |
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