+222.2%
CF vs VSXY
+37.7%
+184.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +2.9% |
| 7D | -0.8% | -10.7% | +9.9% | -0.5% |
| 30D | +14.3% | -24.3% | +38.5% | +15.3% |
| 3M | +27.9% | +1.0% | +26.8% | +27.6% |
| 6M | +25.5% | +57.4% | -31.8% | +22.5% |
| YTD | +81.2% | +39.8% | +41.4% | +77.3% |
| 1Y | +66.5% | +196.5% | -130.0% | +54.4% |
| 3Y | +76.7% | +357.2% | -280.6% | +49.5% |
| 5Y | +237.8% | +18.9% | +218.9% | +218.1% |
| All | +222.2% | +37.7% | +184.5% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling