+60.4%
CFG vs VMC
+42.8%
+17.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +3.2% | -1.3% | +4.5% | +3.9% |
| 30D | +5.1% | +15.5% | -10.3% | -3.5% |
| 3M | -11.2% | +0.6% | -11.8% | -11.9% |
| 6M | +9.6% | +2.1% | +7.5% | +6.8% |
| YTD | +15.0% | -1.6% | +16.5% | +13.0% |
| 1Y | +29.9% | -1.2% | +31.0% | +27.2% |
| 3Y | +192.1% | +35.3% | +156.8% | +127.5% |
| All | +60.4% | +42.8% | +17.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling