+107.8%
CB vs VFC
-68.3%
+176.1%
-19.3%
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 | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +7.3% | +25.5% | -18.2% | +6.0% |
| 3M | +9.4% | +41.3% | -31.9% | +7.3% |
| 6M | +19.6% | +22.2% | -2.6% | +18.0% |
| YTD | +21.5% | +16.4% | +5.1% | +19.9% |
| 1Y | +28.0% | +38.4% | -10.4% | +24.9% |
| 3Y | +74.9% | +56.2% | +18.6% | +61.7% |
| All | +107.8% | -68.3% | +176.1% | +178.1% |
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