+2,309.0%
CF vs VEU
+192.1%
+2,116.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.8% |
| 7D | +6.0% | +1.1% | +4.9% | +4.7% |
| 30D | +14.8% | +2.2% | +12.7% | +12.2% |
| 3M | +14.1% | +3.0% | +11.1% | +9.4% |
| 6M | +28.5% | +10.9% | +17.7% | +10.5% |
| YTD | +74.9% | +18.2% | +56.7% | +39.9% |
| 1Y | +61.7% | +28.3% | +33.4% | +18.2% |
| 3Y | +80.3% | +74.6% | +5.7% | -7.5% |
| 5Y | +226.0% | +56.4% | +169.6% | +83.1% |
| 10Y | +569.9% | +153.0% | +416.8% | +129.1% |
| All | +2,309.0% | +192.1% | +2,116.9% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling