+459.7%
CMS vs VFC
+845.1%
-385.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.6% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | -3.6% | -11.6% | +8.0% | -1.7% |
| 3M | -1.9% | -18.1% | +16.2% | +0.7% |
| 6M | -11.0% | -27.4% | +16.4% | -7.2% |
| YTD | +0.2% | -24.8% | +25.0% | +3.4% |
| 1Y | -1.3% | -8.2% | +6.9% | -2.5% |
| 3Y | +35.9% | -29.1% | +65.0% | +28.7% |
| 5Y | +23.1% | -79.2% | +102.2% | +46.9% |
| 10Y | +117.9% | -68.1% | +186.0% | +123.1% |
| All | +459.7% | +845.1% | -385.5% | +196.0% |
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