+470.7%
CF vs VSH
+124.9%
+345.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.4% |
| 7D | +5.4% | +26.2% | -20.8% | -0.3% |
| 30D | +6.5% | -12.5% | +19.0% | +8.1% |
| 3M | +4.6% | -16.9% | +21.5% | +6.5% |
| 6M | -3.3% | -17.0% | +13.7% | -8.0% |
| YTD | +63.9% | +93.8% | -29.9% | +15.2% |
| 1Y | +50.4% | +99.3% | -48.9% | +4.3% |
| 3Y | +68.2% | +35.0% | +33.3% | +24.1% |
| 5Y | +113.8% | +45.8% | +68.0% | +43.4% |
| All | +470.7% | +124.9% | +345.8% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling