-23.7%
VFC vs CPAY
+49.2%
-72.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -2.0% |
| 7D | -3.3% | -2.7% | -0.6% | -1.5% |
| 30D | -14.0% | +0.6% | -14.6% | -14.5% |
| 3M | -22.6% | +17.0% | -39.6% | -31.4% |
| 6M | -24.7% | +24.1% | -48.8% | -37.0% |
| YTD | -29.0% | +35.7% | -64.7% | -46.4% |
| 1Y | -13.8% | +34.0% | -47.8% | -34.4% |
| All | -23.7% | +49.2% | -72.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling