-6.5%
CF vs VRSN
+15.3%
-21.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +6.2% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | +2.2% | +6.5% | -4.3% | +1.7% |
| 3M | +2.1% | +6.7% | -4.6% | +1.3% |
| 6M | -6.5% | +13.8% | -20.3% | -6.9% |
| All | -6.5% | +15.3% | -21.8% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling