+362.4%
CFG vs VEU
+143.2%
+219.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.7% |
| 7D | +1.5% | +1.1% | +0.4% | +0.1% |
| 30D | -3.8% | +2.2% | -6.0% | -6.4% |
| 3M | +11.5% | +3.0% | +8.5% | +6.6% |
| 6M | +19.2% | +10.9% | +8.3% | +3.1% |
| YTD | +23.7% | +18.2% | +5.5% | -1.6% |
| 1Y | +38.8% | +28.3% | +10.6% | -0.6% |
| 3Y | +178.9% | +74.6% | +104.3% | +33.6% |
| 5Y | +101.8% | +56.4% | +45.4% | +13.0% |
| 10Y | +317.3% | +153.0% | +164.3% | +38.4% |
| All | +362.4% | +143.2% | +219.2% | +50.9% |
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