+795.3%
CFFI vs VT
+345.0%
+450.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -1.5% |
| 7D | -2.6% | -4.2% | +1.6% | -0.6% |
| 30D | +6.0% | -5.8% | +11.8% | +9.1% |
| 3M | +24.9% | -5.2% | +30.1% | +28.1% |
| 6M | +49.8% | +0.1% | +49.7% | +49.1% |
| YTD | +52.0% | +8.2% | +43.7% | +45.3% |
| 1Y | +57.1% | +10.1% | +46.9% | +48.8% |
| 3Y | +114.0% | +69.7% | +44.3% | +66.9% |
| 5Y | +137.0% | +53.4% | +83.7% | +90.8% |
| 10Y | +257.2% | +219.2% | +38.0% | +117.2% |
| All | +795.3% | +345.0% | +450.3% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling