+48.3%
CVS vs VFC
+45.3%
+3.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | +10.4% | -1.4% | +11.8% | +10.5% |
| 30D | +3.3% | +24.6% | -21.3% | +1.9% |
| 3M | -4.5% | +38.4% | -43.0% | -6.5% |
| 6M | -4.4% | +15.3% | -19.6% | -5.5% |
| YTD | +16.6% | +12.7% | +3.9% | +15.0% |
| 1Y | +15.3% | +32.7% | -17.4% | +12.4% |
| All | +48.3% | +45.3% | +3.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling