+109.5%
CF vs VSH
+41.5%
+68.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.4% | -13.5% | -0.5% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | +6.9% | -22.4% | +29.4% | +7.9% |
| 3M | +4.8% | -25.2% | +30.0% | +5.8% |
| 6M | +4.7% | -22.5% | +27.2% | +3.4% |
| YTD | +56.5% | +84.2% | -27.7% | +38.7% |
| 1Y | +48.4% | +87.1% | -38.6% | +31.1% |
| 3Y | +59.1% | +31.7% | +27.5% | +44.9% |
| 5Y | +109.5% | +42.6% | +67.0% | +77.1% |
| All | +109.5% | +41.5% | +68.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling