-68.5%
VFC vs CPAY
+155.2%
-223.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -2.0% | +0.6% | -0.2% |
| 30D | -9.0% | -0.4% | -8.6% | -8.9% |
| 3M | -24.2% | +16.4% | -40.5% | -31.4% |
| 6M | -18.5% | +23.5% | -42.0% | -29.8% |
| YTD | -25.9% | +35.7% | -61.5% | -40.8% |
| 1Y | -13.0% | +30.2% | -43.2% | -28.9% |
| 3Y | -20.3% | +49.7% | -70.1% | -38.4% |
| 5Y | -78.1% | +56.6% | -134.6% | -83.9% |
| All | -68.5% | +155.2% | -223.7% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling