+487.0%
CF vs VO
+206.8%
+280.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -2.5% |
| 7D | -0.9% | -0.1% | -0.7% | -1.1% |
| 30D | +6.9% | +0.5% | +6.4% | +5.9% |
| 3M | +4.8% | -1.0% | +5.9% | +5.0% |
| 6M | +4.7% | +6.4% | -1.8% | -2.5% |
| YTD | +56.5% | +13.6% | +42.9% | +35.2% |
| 1Y | +48.4% | +14.5% | +33.9% | +27.2% |
| 3Y | +59.1% | +67.2% | -8.1% | -9.3% |
| 5Y | +109.5% | +36.1% | +73.5% | +45.6% |
| 10Y | +487.0% | +199.3% | +287.6% | +57.3% |
| All | +487.0% | +206.8% | +280.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling