+246.7%
CB vs VFC
-46.8%
+293.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | +0.7% | +3.5% | -2.8% | +0.2% |
| 30D | +8.2% | +38.3% | -30.1% | +2.9% |
| 3M | +6.3% | +40.2% | -33.9% | +0.8% |
| 6M | +16.2% | +10.6% | +5.6% | +13.4% |
| YTD | +19.3% | +16.7% | +2.6% | +14.7% |
| 1Y | +29.2% | +45.0% | -15.8% | +19.4% |
| 3Y | +71.4% | +48.8% | +22.7% | +41.1% |
| 5Y | +104.2% | -67.6% | +171.8% | +166.9% |
| 10Y | +246.7% | -47.5% | +294.2% | +290.2% |
| All | +246.7% | -46.8% | +293.4% | +290.2% |
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