+5,967.0%
CF vs VO
+622.2%
+5,344.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +14.8% | -0.3% | +15.2% | +15.0% |
| 3M | +14.1% | +2.9% | +11.1% | +9.7% |
| 6M | +28.5% | +9.3% | +19.2% | +13.5% |
| YTD | +74.9% | +14.2% | +60.8% | +46.9% |
| 1Y | +61.7% | +15.3% | +46.4% | +34.0% |
| 3Y | +80.3% | +56.2% | +24.1% | +1.9% |
| 5Y | +226.0% | +42.4% | +183.5% | +96.8% |
| 10Y | +569.9% | +194.7% | +375.1% | +69.1% |
| All | +5,967.0% | +622.2% | +5,344.8% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling