+316.4%
CFG vs VEU
+123.6%
+192.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | -0.9% | -1.6% | +0.7% | +1.1% |
| 30D | +1.1% | -4.3% | +5.4% | +6.6% |
| 3M | -12.0% | -5.8% | -6.1% | -5.5% |
| 6M | -2.2% | -4.4% | +2.1% | +1.9% |
| YTD | +11.4% | +8.7% | +2.8% | -1.9% |
| 1Y | +27.8% | +12.6% | +15.2% | +7.5% |
| 3Y | +173.3% | +65.2% | +108.1% | +38.9% |
| 5Y | +62.4% | +45.5% | +16.9% | -1.0% |
| 10Y | +249.6% | +142.7% | +106.8% | +23.7% |
| All | +316.4% | +123.6% | +192.9% | +50.3% |
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