+4,100.0%
CMG vs VFC
+76.0%
+4,024.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +12.7% | -11.9% | +24.7% | +17.0% |
| 3M | +26.3% | -20.2% | +46.4% | +33.3% |
| 6M | +4.5% | -23.0% | +27.5% | +11.0% |
| YTD | -0.1% | -26.2% | +26.1% | +7.2% |
| 1Y | -6.8% | -13.3% | +6.5% | -5.6% |
| 3Y | -5.0% | -25.5% | +20.5% | -14.8% |
| 5Y | -3.0% | -78.1% | +75.1% | +39.5% |
| 10Y | +323.6% | -68.8% | +392.3% | +334.7% |
| All | +4,100.0% | +76.0% | +4,024.0% | +1,360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling