-5.8%
CI vs VEU
+25.0%
-30.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +0.5% | +0.7% | -0.2% | +0.4% |
| 3M | -5.2% | +4.7% | -9.9% | -5.6% |
| 6M | +4.3% | +11.6% | -7.3% | +1.3% |
| YTD | +2.8% | +16.8% | -14.0% | -3.7% |
| 1Y | -5.8% | +24.9% | -30.7% | -15.1% |
| All | -5.8% | +25.0% | -30.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling