+59.1%
CF vs VSH
+25.6%
+33.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.4% | -13.5% | +0.2% |
| 7D | -0.9% | +3.5% | -4.4% | -0.8% |
| 30D | +6.9% | -22.4% | +29.4% | +6.9% |
| 3M | +4.8% | -25.2% | +30.0% | +4.9% |
| 6M | +4.7% | -22.5% | +27.2% | +3.8% |
| YTD | +56.5% | +84.2% | -27.7% | +46.4% |
| 1Y | +48.4% | +87.1% | -38.6% | +38.4% |
| 3Y | +59.1% | +31.7% | +27.5% | +51.6% |
| All | +59.1% | +25.6% | +33.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling