+53.4%
CL vs VEU
+149.3%
-95.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | +1.7% | -3.0% | -2.0% |
| 30D | -5.2% | +1.0% | -6.2% | -5.6% |
| 3M | +3.3% | +5.6% | -2.3% | +0.8% |
| 6M | -4.4% | +13.7% | -18.0% | -9.7% |
| YTD | +13.9% | +17.7% | -3.8% | +5.9% |
| 1Y | +7.6% | +25.8% | -18.1% | -2.8% |
| 3Y | +29.6% | +77.1% | -47.5% | -0.3% |
| 5Y | +28.1% | +57.1% | -29.1% | +3.5% |
| 10Y | +53.4% | +149.8% | -96.4% | -9.5% |
| All | +53.4% | +149.3% | -95.9% | -9.5% |
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