+323.9%
CL vs VEU
+192.1%
+131.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -4.8% | +2.2% | -7.0% | -5.7% |
| 3M | +4.9% | +3.0% | +1.9% | +3.2% |
| 6M | -5.7% | +10.9% | -16.6% | -10.2% |
| YTD | +14.4% | +18.2% | -3.8% | +5.9% |
| 1Y | +8.7% | +28.3% | -19.5% | -2.9% |
| 3Y | +30.0% | +74.6% | -44.6% | +0.7% |
| 5Y | +28.4% | +56.4% | -28.0% | +3.3% |
| 10Y | +50.1% | +153.0% | -102.9% | -4.2% |
| All | +323.9% | +192.1% | +131.8% | +125.3% |
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