+487.0%
CF vs VEU
+147.4%
+339.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.3% |
| 7D | -0.9% | +0.8% | -1.6% | -1.9% |
| 30D | +6.9% | -1.6% | +8.6% | +7.7% |
| 3M | +4.8% | -4.2% | +9.0% | +7.6% |
| 6M | +4.7% | -1.5% | +6.2% | +3.8% |
| YTD | +56.5% | +11.7% | +44.8% | +34.0% |
| 1Y | +48.4% | +15.6% | +32.8% | +22.7% |
| 3Y | +59.1% | +71.7% | -12.6% | -14.9% |
| 5Y | +109.5% | +49.5% | +60.0% | +28.3% |
| 10Y | +487.0% | +145.6% | +341.3% | +105.8% |
| All | +487.0% | +147.4% | +339.5% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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