+84.9%
CL vs VEU
+144.2%
-59.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +11.8% | -2.3% | +14.1% | +12.6% |
| 3M | +5.9% | -4.4% | +10.3% | +7.5% |
| 6M | +13.3% | -2.2% | +15.5% | +13.5% |
| YTD | +27.1% | +10.9% | +16.2% | +20.8% |
| 1Y | +28.0% | +13.4% | +14.6% | +20.5% |
| 3Y | +39.4% | +69.7% | -30.3% | +9.1% |
| 5Y | +40.8% | +50.0% | -9.2% | +15.8% |
| 10Y | +84.9% | +145.8% | -60.9% | +12.9% |
| All | +84.9% | +144.2% | -59.3% | +12.9% |
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 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