+102.5%
CFG vs VMC
+52.7%
+49.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +1.5% | -4.3% | +5.9% | +4.1% |
| 30D | -3.8% | -8.2% | +4.4% | +0.8% |
| 3M | +11.5% | -7.0% | +18.5% | +15.3% |
| 6M | +19.2% | -10.8% | +29.9% | +25.9% |
| YTD | +23.7% | -7.4% | +31.1% | +26.3% |
| 1Y | +38.8% | -9.5% | +48.3% | +43.4% |
| 3Y | +178.9% | +20.5% | +158.4% | +135.9% |
| All | +102.5% | +52.7% | +49.9% | +44.7% |
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 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