+67.6%
CF vs VSXY
+446.9%
-379.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.1% | +1.2% |
| 7D | +5.4% | -1.6% | +6.9% | +5.3% |
| 30D | +6.5% | +17.8% | -11.3% | +7.0% |
| 3M | +4.6% | +12.5% | -7.9% | +5.1% |
| 6M | -3.3% | +124.7% | -128.0% | -1.1% |
| YTD | +63.9% | +93.2% | -29.3% | +67.5% |
| 1Y | +50.4% | +195.6% | -145.2% | +52.7% |
| All | +67.6% | +446.9% | -379.4% | +60.7% |
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 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