+55.9%
CF vs VLTO
+54.8%
+1.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -3.2% | +5.4% | -8.6% | -3.8% |
| 30D | +4.3% | +22.3% | -18.0% | +1.9% |
| 3M | +2.8% | +19.6% | -16.8% | +0.6% |
| 6M | +0.6% | +35.2% | -34.5% | -3.2% |
| YTD | +56.6% | +17.9% | +38.8% | +53.5% |
| 1Y | +49.6% | +19.5% | +30.1% | +46.1% |
| 3Y | +61.5% | +73.9% | -12.4% | +58.8% |
| All | +55.9% | +54.8% | +1.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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