-67.9%
VFC vs CPB
-30.5%
-37.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +11.2% | +8.0% | +3.2% | +8.8% |
| 30D | +41.5% | +22.4% | +19.1% | +33.6% |
| 3M | +38.9% | +3.8% | +35.1% | +36.9% |
| 6M | +6.1% | +13.7% | -7.5% | +1.6% |
| YTD | +14.5% | -11.7% | +26.2% | +17.0% |
| 1Y | +46.0% | -18.1% | +64.1% | +52.4% |
| 3Y | +36.4% | -34.7% | +71.1% | +49.7% |
| All | -67.9% | -30.5% | -37.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling