+105.9%
CB vs VFC
-68.8%
+174.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.5% |
| 7D | 0.0% | -1.4% | +1.5% | +0.1% |
| 30D | +7.4% | +24.6% | -17.2% | +6.1% |
| 3M | +8.6% | +38.4% | -29.8% | +6.7% |
| 6M | +16.1% | +15.3% | +0.9% | +15.0% |
| YTD | +20.2% | +12.7% | +7.5% | +18.8% |
| 1Y | +27.2% | +32.7% | -5.5% | +24.4% |
| 3Y | +72.7% | +43.7% | +29.0% | +60.9% |
| 5Y | +105.9% | -69.2% | +175.1% | +174.3% |
| All | +105.9% | -68.8% | +174.8% | +174.3% |
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