+73.0%
CF vs VEU
+75.1%
-2.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | +14.8% | +2.2% | +12.7% | +14.9% |
| 3M | +14.1% | +3.0% | +11.1% | +14.3% |
| 6M | +28.5% | +10.9% | +17.7% | +28.2% |
| YTD | +74.9% | +18.2% | +56.7% | +68.4% |
| 1Y | +61.7% | +28.3% | +33.4% | +49.1% |
| All | +73.0% | +75.1% | -2.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling