+59.1%
CF vs VEU
+70.2%
-11.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | +0.2% |
| 7D | -0.9% | +0.8% | -1.6% | -0.8% |
| 30D | +6.9% | -1.6% | +8.6% | +6.9% |
| 3M | +4.8% | -4.2% | +9.0% | +4.7% |
| 6M | +4.7% | -1.5% | +6.2% | +4.8% |
| YTD | +56.5% | +11.7% | +44.8% | +50.9% |
| 1Y | +48.4% | +15.6% | +32.8% | +40.7% |
| 3Y | +59.1% | +71.7% | -12.6% | +14.4% |
| All | +59.1% | +70.2% | -11.1% | +14.4% |
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