+57.3%
CAG vs VEU
+188.7%
-131.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -6.6% | +0.3% | -6.9% | -6.7% |
| 30D | +2.3% | +0.7% | +1.6% | +2.1% |
| 3M | +16.3% | +4.7% | +11.6% | +14.2% |
| 6M | -16.0% | +11.6% | -27.7% | -19.5% |
| YTD | -7.7% | +16.8% | -24.5% | -13.0% |
| 1Y | -16.0% | +24.9% | -40.9% | -22.7% |
| 3Y | -37.7% | +75.7% | -113.4% | -49.3% |
| 5Y | -41.2% | +56.1% | -97.3% | -50.6% |
| 10Y | -33.8% | +153.6% | -187.4% | -54.0% |
| All | +57.3% | +188.7% | -131.3% | -3.7% |
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