+101.5%
CFG vs VEU
+56.3%
+45.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +2.7% | +1.7% | +1.0% | +0.9% |
| 30D | -3.7% | +1.0% | -4.7% | -4.7% |
| 3M | +9.5% | +5.6% | +3.8% | +2.6% |
| 6M | +22.2% | +13.7% | +8.6% | +4.5% |
| YTD | +22.3% | +17.7% | +4.6% | +0.2% |
| 1Y | +39.4% | +25.8% | +13.7% | +5.6% |
| 3Y | +188.5% | +77.1% | +111.4% | +43.3% |
| 5Y | +101.5% | +57.1% | +44.4% | +21.8% |
| All | +101.5% | +56.3% | +45.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling