+122.4%
CF vs VFC
-67.9%
+190.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.3% |
| 7D | +0.4% | +10.9% | -10.5% | 0.0% |
| 30D | +2.2% | +40.6% | -38.4% | +0.9% |
| 3M | +2.1% | +34.4% | -32.3% | +1.0% |
| 6M | -6.5% | +12.3% | -18.8% | -7.1% |
| YTD | +55.6% | +14.4% | +41.2% | +54.0% |
| 1Y | +42.3% | +40.6% | +1.7% | +38.4% |
| 3Y | +55.7% | +40.1% | +15.6% | +45.6% |
| 5Y | +122.4% | -67.6% | +190.0% | +141.3% |
| All | +122.4% | -67.9% | +190.4% | +141.3% |
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