+304.1%
CFG vs VEU
+152.3%
+151.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +2.0% |
| 7D | -1.7% | -1.9% | +0.2% | +0.8% |
| 30D | -4.6% | -0.7% | -3.9% | -3.8% |
| 3M | +7.9% | +4.9% | +3.0% | +0.5% |
| 6M | +19.9% | +9.8% | +10.0% | +3.7% |
| YTD | +21.7% | +15.3% | +6.4% | -1.7% |
| 1Y | +38.4% | +23.0% | +15.4% | +2.2% |
| 3Y | +187.0% | +73.5% | +113.5% | +30.1% |
| 5Y | +99.5% | +54.5% | +45.0% | +8.3% |
| All | +304.1% | +152.3% | +151.8% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling