+211.1%
CF vs VSXY
+37.4%
+173.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.3% |
| 7D | +6.0% | -14.0% | +20.0% | +6.5% |
| 30D | +14.8% | -15.9% | +30.8% | +15.4% |
| 3M | +14.1% | +3.4% | +10.7% | +13.7% |
| 6M | +28.5% | +25.9% | +2.6% | +26.8% |
| YTD | +74.9% | +39.5% | +35.5% | +71.2% |
| 1Y | +61.7% | +194.4% | -132.7% | +50.0% |
| 3Y | +80.3% | +281.4% | -201.1% | +55.9% |
| 5Y | +226.0% | +12.8% | +213.2% | +208.0% |
| All | +211.1% | +37.4% | +173.7% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling