+789.7%
VFC vs CPB
+325.7%
+464.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +3.2% |
| 7D | -1.6% | -8.6% | +7.0% | +0.6% |
| 30D | -11.6% | -7.2% | -4.4% | -10.0% |
| 3M | -18.1% | +0.9% | -19.0% | -18.6% |
| 6M | -27.4% | -11.8% | -15.5% | -25.4% |
| YTD | -24.8% | -19.4% | -5.4% | -21.2% |
| 1Y | -8.2% | -30.4% | +22.2% | -0.1% |
| 3Y | -29.1% | -40.2% | +11.0% | -20.4% |
| 5Y | -79.2% | -39.5% | -39.7% | -77.0% |
| 10Y | -68.1% | -47.4% | -20.7% | -65.0% |
| All | +789.7% | +325.7% | +464.0% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling