+568.0%
CF vs VSH
+95.6%
+472.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.6% |
| 7D | -3.2% | -12.9% | +9.8% | -0.7% |
| 30D | +4.3% | -36.9% | +41.2% | +14.5% |
| 3M | +2.8% | -28.8% | +31.6% | +8.3% |
| 6M | +0.6% | -30.3% | +30.9% | -0.3% |
| YTD | +56.6% | +62.4% | -5.7% | +14.7% |
| 1Y | +49.6% | +62.5% | -12.9% | +9.0% |
| 3Y | +61.5% | +7.4% | +54.1% | +27.0% |
| 5Y | +124.0% | +25.4% | +98.5% | +54.1% |
| All | +568.0% | +95.6% | +472.4% | +231.5% |
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