+5,294.5%
CF vs VSH
+176.7%
+5,117.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.8% | +21.0% | +11.0% |
| 7D | +0.4% | -25.2% | +25.6% | +9.1% |
| 30D | +2.2% | -41.8% | +44.0% | +19.5% |
| 3M | +2.1% | -33.4% | +35.5% | +12.3% |
| 6M | -6.5% | -31.0% | +24.5% | -6.4% |
| YTD | +55.6% | +53.6% | +2.0% | +11.6% |
| 1Y | +42.3% | +46.3% | -4.0% | +3.5% |
| 3Y | +55.7% | -1.0% | +56.7% | +19.9% |
| 5Y | +122.4% | +18.6% | +103.8% | +51.3% |
| 10Y | +568.5% | +91.7% | +476.9% | +250.3% |
| All | +5,294.5% | +176.7% | +5,117.9% | +1,538.8% |
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