+112.0%
CF vs VSH
+24.4%
+87.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.5% |
| 7D | -3.2% | -12.9% | +9.8% | -2.8% |
| 30D | +4.3% | -36.9% | +41.2% | +6.1% |
| 3M | +2.8% | -28.8% | +31.6% | +3.7% |
| 6M | +0.6% | -30.3% | +30.9% | -0.4% |
| YTD | +56.6% | +62.4% | -5.7% | +39.4% |
| 1Y | +49.6% | +62.5% | -12.9% | +32.9% |
| 3Y | +61.5% | +7.4% | +54.1% | +50.4% |
| All | +112.0% | +24.4% | +87.6% | +80.6% |
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 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