+5,294.5%
CF vs VMC
+425.0%
+4,869.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.3% | +7.9% |
| 7D | +0.4% | +1.9% | -1.4% | -0.7% |
| 30D | +2.2% | +14.7% | -12.5% | -4.1% |
| 3M | +2.1% | -0.3% | +2.4% | +1.2% |
| 6M | -6.5% | -1.7% | -4.9% | -7.9% |
| YTD | +55.6% | +0.7% | +54.9% | +49.1% |
| 1Y | +42.3% | +0.9% | +41.4% | +36.0% |
| 3Y | +55.7% | +40.5% | +15.2% | +24.0% |
| 5Y | +122.4% | +51.5% | +70.9% | +65.8% |
| 10Y | +568.5% | +166.5% | +402.0% | +269.9% |
| All | +5,294.5% | +425.0% | +4,869.6% | +1,953.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling