+31.5%
CP vs VEU
+56.3%
-24.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.4% | +1.7% | +0.8% | +1.1% |
| 30D | -0.5% | +1.0% | -1.5% | -1.3% |
| 3M | +1.4% | +5.6% | -4.2% | -3.3% |
| 6M | +10.3% | +13.7% | -3.4% | -1.6% |
| YTD | +24.3% | +17.7% | +6.6% | +7.3% |
| 1Y | +20.4% | +25.8% | -5.3% | -1.9% |
| 3Y | +21.8% | +77.1% | -55.3% | -26.5% |
| 5Y | +31.5% | +57.1% | -25.6% | -13.4% |
| All | +31.5% | +56.3% | -24.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling