-6.5%
CF vs VMC
-0.8%
-5.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.3% | +4.6% |
| 7D | +0.4% | +1.9% | -1.4% | +1.1% |
| 30D | +2.2% | +14.7% | -12.5% | +6.8% |
| 3M | +2.1% | -0.3% | +2.4% | +1.9% |
| 6M | -6.5% | -1.7% | -4.9% | -7.3% |
| All | -6.5% | -0.8% | -5.7% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling