+965.2%
CP vs VEU
+192.1%
+773.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.2% |
| 7D | -2.7% | +1.1% | -3.8% | -3.7% |
| 30D | +0.2% | +2.2% | -2.0% | -1.8% |
| 3M | +2.6% | +3.0% | -0.4% | -0.9% |
| 6M | +6.0% | +10.9% | -4.9% | -4.9% |
| YTD | +24.9% | +18.2% | +6.7% | +5.4% |
| 1Y | +20.1% | +28.3% | -8.2% | -6.3% |
| 3Y | +16.4% | +74.6% | -58.2% | -32.2% |
| 5Y | +31.7% | +56.4% | -24.6% | -15.5% |
| 10Y | +223.9% | +153.0% | +70.8% | +33.2% |
| All | +965.2% | +192.1% | +773.1% | +287.9% |
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 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