+112.0%
CF vs VSAT
-0.1%
+112.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.4% |
| 7D | -3.2% | -17.0% | +13.8% | -2.5% |
| 30D | +4.3% | -9.8% | +14.1% | +4.6% |
| 3M | +2.8% | -22.0% | +24.8% | +3.7% |
| 6M | +0.6% | -5.0% | +5.6% | -0.2% |
| YTD | +56.6% | +85.6% | -28.9% | +47.9% |
| 1Y | +49.6% | +80.2% | -30.6% | +41.3% |
| 3Y | +61.5% | +250.0% | -188.5% | +39.0% |
| All | +112.0% | -0.1% | +112.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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