+113.8%
CF vs VO
+37.2%
+76.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.7% |
| 7D | +5.4% | +2.9% | +2.4% | +4.0% |
| 30D | +6.5% | +1.0% | +5.5% | +5.8% |
| 3M | +4.6% | -1.7% | +6.4% | +5.1% |
| 6M | -3.3% | +6.7% | -10.0% | -6.9% |
| YTD | +63.9% | +14.0% | +49.9% | +51.4% |
| 1Y | +50.4% | +13.7% | +36.8% | +39.1% |
| 3Y | +68.2% | +65.8% | +2.4% | +22.9% |
| 5Y | +113.8% | +36.6% | +77.2% | +80.0% |
| All | +113.8% | +37.2% | +76.7% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling