+11.7%
CMI vs VFC
+52.5%
-40.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -6.8% |
| 7D | -11.2% | +21.5% | -32.7% | -15.7% |
| 30D | -9.8% | +46.7% | -56.5% | -18.8% |
| 3M | -25.5% | +38.4% | -63.9% | -31.9% |
| 6M | -27.7% | +15.2% | -42.9% | -30.8% |
| YTD | -6.6% | +17.8% | -24.4% | -11.4% |
| 1Y | +11.7% | +55.6% | -43.9% | +2.5% |
| All | +11.7% | +52.5% | -40.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling