+219.7%
CFG vs VEU
+144.2%
+75.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.4% |
| 7D | +0.7% | +0.5% | +0.2% | 0.0% |
| 30D | +2.8% | -2.3% | +5.1% | +5.8% |
| 3M | -10.1% | -4.4% | -5.7% | -5.0% |
| 6M | +3.2% | -2.2% | +5.3% | +4.6% |
| YTD | +14.2% | +10.9% | +3.2% | -3.4% |
| 1Y | +27.4% | +13.4% | +14.0% | +4.7% |
| 3Y | +187.6% | +69.7% | +117.9% | +32.3% |
| 5Y | +65.7% | +50.0% | +15.7% | -7.2% |
| 10Y | +219.7% | +145.8% | +73.9% | +6.0% |
| All | +219.7% | +144.2% | +75.5% | +6.0% |
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