+308.6%
CFG vs VMC
+149.2%
+159.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -3.7% | -9.1% | +5.4% | +2.0% |
| 3M | +9.5% | -4.1% | +13.6% | +11.5% |
| 6M | +22.2% | -5.5% | +27.8% | +25.0% |
| YTD | +22.3% | -8.9% | +31.2% | +26.7% |
| 1Y | +39.4% | -12.9% | +52.4% | +48.4% |
| 3Y | +188.5% | +22.1% | +166.3% | +141.6% |
| 5Y | +101.5% | +52.7% | +48.8% | +42.6% |
| 10Y | +308.6% | +152.7% | +155.9% | +114.7% |
| All | +308.6% | +149.2% | +159.4% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling