-4.1%
VFC vs CPAY
+1,528.2%
-1,532.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -0.7% |
| 7D | +0.8% | +0.6% | +0.3% | +0.5% |
| 30D | -11.9% | +3.6% | -15.5% | -13.6% |
| 3M | -20.2% | +16.6% | -36.8% | -26.7% |
| 6M | -23.0% | +29.5% | -52.4% | -33.8% |
| YTD | -26.2% | +35.3% | -61.5% | -38.8% |
| 1Y | -13.3% | +30.6% | -44.0% | -26.9% |
| 3Y | -25.5% | +49.7% | -75.2% | -39.6% |
| 5Y | -78.1% | +54.4% | -132.5% | -82.8% |
| 10Y | -68.8% | +142.8% | -211.6% | -79.4% |
| All | -4.1% | +1,528.2% | -1,532.3% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling