-5.7%
CMG vs VFC
-78.7%
+73.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | -6.5% | -2.3% | -4.1% | -6.1% |
| 30D | +12.1% | -13.4% | +25.5% | +14.6% |
| 3M | +20.6% | -23.7% | +44.3% | +25.1% |
| 6M | +2.1% | -24.5% | +26.6% | +5.9% |
| YTD | -2.6% | -27.8% | +25.2% | +1.7% |
| 1Y | -8.7% | -13.5% | +4.8% | -7.6% |
| 3Y | -7.4% | -27.1% | +19.7% | -9.6% |
| 5Y | -5.7% | -79.0% | +73.3% | +49.4% |
| All | -5.7% | -78.7% | +73.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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