+133.2%
CFFI vs VT
+53.4%
+79.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -4.2% | -2.3% | -1.9% | -3.1% |
| 30D | +3.0% | -5.0% | +8.0% | +5.6% |
| 3M | +19.2% | -4.9% | +24.1% | +22.1% |
| 6M | +43.7% | -1.5% | +45.2% | +44.1% |
| YTD | +47.5% | +8.5% | +39.0% | +40.2% |
| 1Y | +55.6% | +11.4% | +44.2% | +45.7% |
| 3Y | +110.0% | +70.1% | +40.0% | +69.9% |
| All | +133.2% | +53.4% | +79.8% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling