+67.8%
CF vs VSH
+31.2%
+36.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.1% |
| 7D | +4.8% | +14.3% | -9.6% | +5.0% |
| 30D | +4.7% | -7.9% | +12.6% | +4.7% |
| 3M | +7.4% | -19.9% | +27.3% | +7.4% |
| 6M | +0.6% | -30.5% | +31.1% | +0.4% |
| YTD | +64.1% | +85.7% | -21.6% | +53.4% |
| 1Y | +51.4% | +98.9% | -47.5% | +40.5% |
| 3Y | +67.8% | +32.1% | +35.7% | +58.7% |
| All | +67.8% | +31.2% | +36.6% | +58.7% |
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