-8.2%
VFC vs CPAY
+29.9%
-38.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | -1.6% | +2.1% | -3.7% | -2.3% |
| 30D | -11.6% | +5.5% | -17.2% | -13.2% |
| 3M | -18.1% | +16.6% | -34.7% | -22.3% |
| 6M | -27.4% | +26.7% | -54.0% | -33.1% |
| YTD | -24.8% | +38.4% | -63.2% | -33.1% |
| 1Y | -8.2% | +30.1% | -38.3% | -14.2% |
| All | -8.2% | +29.9% | -38.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling