-39.7%
CAG vs VEU
+73.8%
-113.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +9.8% | +2.5% | +7.3% | +9.4% |
| 6M | -10.8% | +11.1% | -22.0% | -12.8% |
| YTD | -10.8% | +16.5% | -27.3% | -13.8% |
| 1Y | -19.0% | +22.9% | -41.9% | -22.6% |
| 3Y | -39.7% | +73.4% | -113.1% | -48.6% |
| All | -39.7% | +73.8% | -113.5% | -48.6% |
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