+199.1%
CFFI vs VT
+224.5%
-25.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +8.8% | +1.0% | +7.8% | +7.9% |
| 3M | +31.2% | +2.4% | +28.8% | +27.7% |
| 6M | +28.7% | +12.0% | +16.7% | +15.8% |
| YTD | +32.4% | +15.3% | +17.1% | +16.1% |
| 1Y | +35.2% | +22.6% | +12.7% | +12.3% |
| 3Y | +95.8% | +74.7% | +21.1% | +22.2% |
| 5Y | +107.8% | +66.1% | +41.6% | +32.7% |
| All | +199.1% | +224.5% | -25.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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