+5,967.0%
CF vs VMC
+382.9%
+5,584.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.6% |
| 7D | +6.0% | -4.3% | +10.3% | +7.9% |
| 30D | +14.8% | -8.2% | +23.1% | +18.8% |
| 3M | +14.1% | -7.0% | +21.1% | +16.3% |
| 6M | +28.5% | -10.8% | +39.3% | +31.5% |
| YTD | +74.9% | -7.4% | +82.3% | +75.0% |
| 1Y | +61.7% | -9.5% | +71.2% | +62.8% |
| 3Y | +80.3% | +20.5% | +59.9% | +54.2% |
| 5Y | +226.0% | +51.6% | +174.4% | +143.2% |
| 10Y | +569.9% | +150.0% | +419.8% | +282.9% |
| All | +5,967.0% | +382.9% | +5,584.1% | +2,310.2% |
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