+5,331.8%
CF vs VRSN
+1,432.5%
+3,899.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -3.2% | +0.5% | -3.6% | -3.5% |
| 30D | +4.3% | +4.9% | -0.6% | +1.7% |
| 3M | +2.8% | +5.8% | -3.0% | -0.6% |
| 6M | +0.6% | +12.6% | -11.9% | -6.4% |
| YTD | +56.6% | +28.2% | +28.4% | +35.1% |
| 1Y | +49.6% | +30.4% | +19.2% | +27.8% |
| 3Y | +61.5% | +54.6% | +6.9% | +22.9% |
| 5Y | +124.0% | +35.1% | +88.9% | +75.9% |
| 10Y | +573.2% | +294.0% | +279.2% | +174.2% |
| All | +5,331.8% | +1,432.5% | +3,899.3% | +692.1% |
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