+289.9%
CAH vs VFC
-70.4%
+360.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -5.1% | -3.3% | -1.8% | -4.6% |
| 30D | -1.8% | -14.0% | +12.3% | +0.2% |
| 3M | +9.4% | -22.6% | +31.9% | +12.6% |
| 6M | +9.2% | -24.7% | +34.0% | +12.4% |
| YTD | +15.7% | -29.0% | +44.6% | +19.5% |
| 1Y | +59.7% | -13.8% | +73.5% | +59.3% |
| 3Y | +178.5% | -28.2% | +206.7% | +163.1% |
| 5Y | +398.3% | -79.0% | +477.3% | +567.9% |
| All | +289.9% | -70.4% | +360.2% | +349.0% |
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 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