+187.5%
CF vs VSXY
+99.7%
+87.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +10.4% | +0.8% | +9.5% | +10.3% |
| 30D | +7.6% | +24.0% | -16.5% | +6.8% |
| 3M | +5.2% | +16.7% | -11.5% | +4.5% |
| 6M | -0.1% | +138.6% | -138.7% | -3.7% |
| YTD | +61.7% | +102.8% | -41.1% | +56.3% |
| 1Y | +50.3% | +214.2% | -163.8% | +40.8% |
| 3Y | +66.0% | +461.4% | -395.4% | +42.2% |
| 5Y | +114.5% | +118.3% | -3.8% | +97.0% |
| All | +187.5% | +99.7% | +87.7% | +157.6% |
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 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