+5,967.0%
CF vs VSH
+298.3%
+5,668.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.7% | -4.7% |
| 7D | +6.0% | +4.1% | +2.0% | +4.4% |
| 30D | +14.8% | -4.2% | +19.0% | +15.5% |
| 3M | +14.1% | -50.0% | +64.0% | +37.9% |
| 6M | +28.5% | +80.2% | -51.6% | -7.8% |
| YTD | +74.9% | +121.1% | -46.1% | +14.8% |
| 1Y | +61.7% | +112.0% | -50.3% | +6.2% |
| 3Y | +80.3% | +22.5% | +57.8% | +35.1% |
| 5Y | +226.0% | +64.0% | +161.9% | +106.3% |
| 10Y | +569.9% | +170.4% | +399.5% | +223.2% |
| All | +5,967.0% | +298.3% | +5,668.7% | +1,585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling