+328.7%
CFG vs VMC
+419.2%
-90.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +1.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +3.2% | +18.6% | -15.3% | -7.0% |
| 3M | -9.7% | +2.0% | -11.7% | -11.2% |
| 6M | +3.6% | +2.6% | +1.0% | +0.7% |
| YTD | +14.7% | +2.3% | +12.4% | +10.4% |
| 1Y | +29.6% | +1.7% | +27.9% | +25.1% |
| 3Y | +190.6% | +41.7% | +148.8% | +125.1% |
| 5Y | +67.1% | +46.6% | +20.4% | +24.7% |
| 10Y | +237.0% | +140.3% | +96.8% | +80.1% |
| All | +328.7% | +419.2% | -90.5% | +72.1% |
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