+19,506.8%
CMI vs VFC
+827.5%
+18,679.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +1.9% | +0.8% | +1.0% | +1.6% |
| 30D | -12.5% | -11.9% | -0.6% | -8.3% |
| 3M | -16.2% | -20.2% | +3.9% | -10.1% |
| 6M | +4.9% | -23.0% | +27.8% | +13.3% |
| YTD | +11.1% | -26.2% | +37.4% | +21.9% |
| 1Y | +43.4% | -13.3% | +56.7% | +45.3% |
| 3Y | +154.1% | -25.5% | +179.5% | +126.8% |
| 5Y | +169.5% | -78.1% | +247.6% | +294.8% |
| 10Y | +503.8% | -68.8% | +572.6% | +592.1% |
| All | +19,506.8% | +827.5% | +18,679.3% | +6,528.9% |
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