+110.9%
CF vs VMC
+42.8%
+68.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +4.8% | -1.3% | +6.0% | +4.9% |
| 30D | +4.7% | +15.5% | -10.7% | +3.2% |
| 3M | +7.4% | +0.6% | +6.8% | +7.2% |
| 6M | +0.6% | +2.1% | -1.5% | -0.1% |
| YTD | +64.1% | -1.6% | +65.7% | +62.7% |
| 1Y | +51.4% | -1.2% | +52.6% | +49.9% |
| 3Y | +67.8% | +35.3% | +32.5% | +49.8% |
| All | +110.9% | +42.8% | +68.1% | +83.8% |
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