+73.0%
CF vs VSXY
+289.1%
-216.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.2% |
| 7D | +6.0% | -14.0% | +20.0% | +5.7% |
| 30D | +14.8% | -15.9% | +30.8% | +14.5% |
| 3M | +14.1% | +3.4% | +10.7% | +14.2% |
| 6M | +28.5% | +25.9% | +2.6% | +30.2% |
| YTD | +74.9% | +39.5% | +35.5% | +76.9% |
| 1Y | +61.7% | +194.4% | -132.7% | +61.2% |
| All | +73.0% | +289.1% | -216.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling