-61.7%
CFBK vs VT
+345.0%
-406.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -2.1% |
| 7D | -0.1% | -4.2% | +4.1% | +0.6% |
| 30D | +0.2% | -5.8% | +6.0% | +1.2% |
| 3M | -2.1% | -5.2% | +3.2% | -1.3% |
| 6M | +27.2% | +0.1% | +27.0% | +27.0% |
| YTD | +40.3% | +8.2% | +32.1% | +38.5% |
| 1Y | +49.5% | +10.1% | +39.4% | +47.2% |
| 3Y | +130.1% | +69.7% | +60.4% | +113.7% |
| 5Y | +63.1% | +53.4% | +9.8% | +52.9% |
| 10Y | +365.6% | +219.2% | +146.3% | +304.3% |
| All | -61.7% | +345.0% | -406.7% | -69.0% |
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