+191.8%
CF vs VSXY
+93.0%
+98.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | +4.8% | -1.7% | +6.5% | +4.8% |
| 30D | +4.7% | +20.1% | -15.4% | +4.1% |
| 3M | +7.4% | +16.6% | -9.2% | +6.8% |
| 6M | +0.6% | +134.9% | -134.3% | -3.0% |
| YTD | +64.1% | +96.0% | -31.9% | +58.8% |
| 1Y | +51.4% | +203.8% | -152.4% | +42.0% |
| 3Y | +67.8% | +465.3% | -397.5% | +43.2% |
| 5Y | +114.1% | +106.3% | +7.8% | +97.1% |
| All | +191.8% | +93.0% | +98.8% | +161.7% |
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