+62.3%
CF vs VSXY
+199.4%
-137.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | +1.1% |
| 7D | -0.9% | -6.8% | +5.8% | -1.4% |
| 30D | +18.1% | -20.4% | +38.4% | +16.0% |
| 3M | +23.4% | +2.9% | +20.5% | +24.3% |
| 6M | +17.1% | +67.9% | -50.8% | +26.8% |
| YTD | +76.2% | +44.9% | +31.4% | +89.1% |
| 1Y | +62.3% | +205.9% | -143.7% | +85.5% |
| All | +62.3% | +199.4% | -137.1% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling