+370.4%
CFBK vs VT
+217.6%
+152.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +4.0% | -3.1% | +7.0% | +4.9% |
| 3M | 0.0% | -3.5% | +3.5% | +1.0% |
| 6M | +29.0% | +0.5% | +28.5% | +28.6% |
| YTD | +42.7% | +10.8% | +31.9% | +38.2% |
| 1Y | +58.9% | +11.9% | +47.0% | +53.3% |
| 3Y | +126.3% | +73.0% | +53.3% | +94.9% |
| 5Y | +64.9% | +58.6% | +6.3% | +44.8% |
| 10Y | +370.4% | +219.2% | +151.2% | +195.9% |
| All | +370.4% | +217.6% | +152.7% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling