-74.5%
CFND vs VT
+22.2%
-96.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -4.2% |
| 7D | -11.9% | -0.3% | -11.6% | -11.5% |
| 30D | -20.7% | -1.4% | -19.3% | -19.0% |
| 3M | -21.8% | -1.4% | -20.4% | -19.5% |
| 6M | -35.8% | +5.5% | -41.2% | -38.6% |
| YTD | -51.6% | +12.8% | -64.5% | -56.2% |
| 1Y | -67.1% | +15.4% | -82.5% | -70.5% |
| All | -74.5% | +22.2% | -96.7% | -77.3% |
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