+114.5%
CF vs VRSN
+37.7%
+76.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | +10.4% | -1.2% | +11.6% | +10.6% |
| 30D | +7.6% | +3.8% | +3.8% | +6.7% |
| 3M | +5.2% | +9.5% | -4.4% | +3.1% |
| 6M | -0.1% | +10.3% | -10.3% | -2.2% |
| YTD | +61.7% | +30.5% | +31.2% | +52.2% |
| 1Y | +50.3% | +27.9% | +22.4% | +42.2% |
| 3Y | +66.0% | +54.3% | +11.7% | +46.9% |
| 5Y | +114.5% | +37.2% | +77.3% | +95.9% |
| All | +114.5% | +37.7% | +76.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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