+219.8%
CFG vs VMC
+129.3%
+90.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -0.8% | -4.3% | +3.5% | +2.0% |
| 30D | +3.1% | +16.2% | -13.1% | -6.5% |
| 3M | -9.7% | -0.8% | -8.9% | -9.7% |
| 6M | +6.7% | +1.2% | +5.5% | +4.4% |
| YTD | +15.2% | +0.5% | +14.7% | +11.7% |
| 1Y | +28.8% | -2.9% | +31.7% | +27.6% |
| 3Y | +190.1% | +37.3% | +152.7% | +124.3% |
| 5Y | +63.4% | +48.8% | +14.6% | +17.6% |
| 10Y | +219.8% | +131.4% | +88.3% | +64.5% |
| All | +219.8% | +129.3% | +90.5% | +64.5% |
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