+112.0%
CF vs VSXY
+110.3%
+1.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -3.2% | +11.8% | -15.0% | -3.5% |
| 30D | +4.3% | +25.9% | -21.6% | +3.6% |
| 3M | +2.8% | +15.5% | -12.7% | +2.3% |
| 6M | +0.6% | +109.7% | -109.1% | -2.3% |
| YTD | +56.6% | +99.5% | -42.8% | +51.9% |
| 1Y | +49.6% | +197.5% | -147.9% | +41.0% |
| 3Y | +61.5% | +453.3% | -391.8% | +38.2% |
| All | +112.0% | +110.3% | +1.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling