-6.5%
CF vs VSAT
-8.5%
+2.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.1% | +17.3% | +5.5% |
| 7D | +0.4% | -23.9% | +24.3% | -0.9% |
| 30D | +2.2% | -20.2% | +22.4% | +1.5% |
| 3M | +2.1% | -26.7% | +28.8% | +1.2% |
| 6M | -6.5% | -9.4% | +2.9% | -5.0% |
| All | -6.5% | -8.5% | +2.0% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling