+220.7%
CF vs VMC
+52.7%
+168.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.3% |
| 7D | +6.0% | -4.3% | +10.3% | +6.5% |
| 30D | +14.8% | -8.2% | +23.1% | +15.9% |
| 3M | +14.1% | -7.0% | +21.1% | +14.7% |
| 6M | +28.5% | -10.8% | +39.3% | +29.9% |
| YTD | +74.9% | -7.4% | +82.3% | +74.7% |
| 1Y | +61.7% | -9.5% | +71.2% | +62.1% |
| 3Y | +80.3% | +20.5% | +59.9% | +63.7% |
| All | +220.7% | +52.7% | +168.1% | +165.9% |
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