+5,294.5%
CF vs VRSN
+1,449.3%
+3,845.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +7.1% |
| 7D | +0.4% | +2.0% | -1.6% | -0.7% |
| 30D | +2.2% | +6.5% | -4.3% | -1.1% |
| 3M | +2.1% | +6.7% | -4.6% | -1.6% |
| 6M | -6.5% | +13.8% | -20.3% | -13.5% |
| YTD | +55.6% | +29.6% | +25.9% | +33.5% |
| 1Y | +42.3% | +29.5% | +12.8% | +22.1% |
| 3Y | +55.7% | +56.9% | -1.2% | +17.7% |
| 5Y | +122.4% | +36.6% | +85.9% | +73.8% |
| 10Y | +568.5% | +298.3% | +270.2% | +170.9% |
| All | +5,294.5% | +1,449.3% | +3,845.2% | +682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling