+5,967.0%
CF vs VRSN
+1,350.1%
+4,616.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | +14.8% | -0.2% | +15.0% | +14.8% |
| 3M | +14.1% | -0.3% | +14.3% | +13.4% |
| 6M | +28.5% | +23.0% | +5.5% | +14.4% |
| YTD | +74.9% | +21.3% | +53.6% | +55.7% |
| 1Y | +61.7% | +6.7% | +55.0% | +52.8% |
| 3Y | +80.3% | +45.0% | +35.4% | +42.0% |
| 5Y | +226.0% | +35.0% | +190.9% | +155.5% |
| 10Y | +569.9% | +276.3% | +293.5% | +179.1% |
| All | +5,967.0% | +1,350.1% | +4,616.8% | +812.8% |
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