+6,646.7%
CB vs VFC
+414.6%
+6,232.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.5% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | -3.1% | -11.6% | +8.5% | -0.1% |
| 3M | +9.0% | -18.1% | +27.1% | +13.4% |
| 6M | +2.9% | -27.4% | +30.2% | +9.5% |
| YTD | +10.1% | -24.8% | +34.9% | +15.5% |
| 1Y | +22.8% | -8.2% | +31.0% | +20.3% |
| 3Y | +73.8% | -29.1% | +102.9% | +56.2% |
| 5Y | +99.2% | -79.2% | +178.3% | +165.1% |
| 10Y | +218.2% | -68.1% | +286.3% | +236.9% |
| All | +6,646.7% | +414.6% | +6,232.0% | +2,627.9% |
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