+95.2%
CNC vs VFC
-69.1%
+164.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -1.0% | -9.0% | +8.0% | +0.4% |
| 3M | +4.5% | -24.2% | +28.7% | +8.3% |
| 6M | +85.2% | -18.5% | +103.7% | +88.6% |
| YTD | +61.4% | -25.9% | +87.3% | +66.4% |
| 1Y | +94.9% | -13.0% | +107.9% | +95.1% |
| 3Y | 0.0% | -20.3% | +20.3% | -7.4% |
| 5Y | +11.2% | -78.1% | +89.3% | +47.0% |
| All | +95.2% | -69.1% | +164.3% | +148.5% |
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 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