+7,131.2%
CB vs VFC
+684.1%
+6,447.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +11.2% | -11.0% | -2.6% |
| 30D | +9.1% | +41.5% | -32.5% | -0.6% |
| 3M | +3.4% | +38.9% | -35.5% | -5.5% |
| 6M | +14.1% | +6.1% | +8.0% | +10.4% |
| YTD | +18.0% | +14.5% | +3.5% | +10.6% |
| 1Y | +30.1% | +46.0% | -15.8% | +13.4% |
| 3Y | +71.8% | +36.4% | +35.4% | +30.0% |
| 5Y | +101.8% | -67.5% | +169.4% | +138.6% |
| 10Y | +252.1% | -45.8% | +298.0% | +219.9% |
| All | +7,131.2% | +684.1% | +6,447.1% | +2,511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling