+61.5%
CF vs VO
+60.2%
+1.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.2% | -2.6% | -0.6% | -2.8% |
| 30D | +4.3% | -0.9% | +5.3% | +4.2% |
| 3M | +2.8% | -3.0% | +5.8% | +3.2% |
| 6M | +0.6% | +2.2% | -1.6% | -0.6% |
| YTD | +56.6% | +10.6% | +46.1% | +49.6% |
| 1Y | +49.6% | +12.5% | +37.1% | +41.5% |
| 3Y | +61.5% | +61.4% | +0.1% | +25.8% |
| All | +61.5% | +60.2% | +1.3% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling