+402.2%
CAH vs VFC
-78.7%
+480.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | +1.2% | -13.4% | +14.5% | +1.8% |
| 3M | +13.1% | -23.7% | +36.8% | +14.2% |
| 6M | +8.5% | -24.5% | +32.9% | +9.4% |
| YTD | +17.6% | -27.8% | +45.5% | +18.7% |
| 1Y | +60.7% | -13.5% | +74.1% | +60.4% |
| 3Y | +183.2% | -27.1% | +210.3% | +179.1% |
| 5Y | +402.2% | -79.0% | +481.2% | +558.7% |
| All | +402.2% | -78.7% | +480.9% | +558.7% |
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