+5,294.5%
CF vs VO
+600.2%
+4,694.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +10.0% |
| 7D | +0.4% | -3.3% | +3.8% | +3.8% |
| 30D | +2.2% | -1.8% | +4.0% | +3.6% |
| 3M | +2.1% | -3.4% | +5.5% | +5.0% |
| 6M | -6.5% | +3.0% | -9.5% | -11.1% |
| YTD | +55.6% | +10.7% | +44.8% | +34.1% |
| 1Y | +42.3% | +11.8% | +30.5% | +21.2% |
| 3Y | +55.7% | +60.4% | -4.6% | -15.3% |
| 5Y | +122.4% | +33.6% | +88.8% | +43.6% |
| 10Y | +568.5% | +202.0% | +366.6% | +61.8% |
| All | +5,294.5% | +600.2% | +4,694.3% | +461.1% |
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