+516.7%
CAH vs VFC
-68.3%
+585.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.9% |
| 7D | +3.5% | +1.6% | +1.8% | +3.4% |
| 30D | +13.5% | +25.5% | -12.0% | +12.4% |
| 3M | +21.8% | +41.3% | -19.4% | +20.2% |
| 6M | +51.5% | +22.2% | +29.3% | +50.1% |
| YTD | +38.1% | +16.4% | +21.7% | +36.6% |
| 1Y | +37.7% | +38.4% | -0.7% | +35.1% |
| 3Y | +179.6% | +56.2% | +123.4% | +164.3% |
| All | +516.7% | -68.3% | +585.0% | +719.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling