-60.6%
CFBK vs VT
+374.2%
-434.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | +0.8% | +1.0% | -0.2% | +0.7% |
| 3M | +24.1% | +2.4% | +21.8% | +23.6% |
| 6M | +18.6% | +12.0% | +6.6% | +16.4% |
| YTD | +44.4% | +15.3% | +29.1% | +41.2% |
| 1Y | +48.8% | +22.6% | +26.2% | +44.1% |
| 3Y | +103.6% | +74.7% | +28.9% | +88.0% |
| 5Y | +98.6% | +66.1% | +32.5% | +83.9% |
| 10Y | +400.1% | +225.0% | +175.1% | +331.3% |
| All | -60.6% | +374.2% | -434.8% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling