+73.0%
CF vs VO
+56.6%
+16.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +14.8% | -0.3% | +15.2% | +14.9% |
| 3M | +14.1% | +2.9% | +11.1% | +12.9% |
| 6M | +28.5% | +9.3% | +19.2% | +24.7% |
| YTD | +74.9% | +14.2% | +60.8% | +65.6% |
| 1Y | +61.7% | +15.3% | +46.4% | +52.2% |
| All | +73.0% | +56.6% | +16.4% | +40.2% |
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