+503.2%
CMI vs VFC
-69.1%
+572.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.1% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -12.4% | -9.0% | -3.4% | -10.1% |
| 3M | -14.8% | -24.2% | +9.4% | -8.7% |
| 6M | +0.8% | -18.5% | +19.3% | +5.3% |
| YTD | +10.2% | -25.9% | +36.1% | +18.2% |
| 1Y | +37.4% | -13.0% | +50.4% | +39.3% |
| 3Y | +153.3% | -20.3% | +173.6% | +130.5% |
| 5Y | +167.6% | -78.1% | +245.7% | +303.7% |
| All | +503.2% | -69.1% | +572.3% | +638.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling