+216.8%
CB vs VUG
+408.5%
-191.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | -3.9% | -1.4% | -2.5% | -3.4% |
| 3M | +4.9% | +2.3% | +2.6% | +3.5% |
| 6M | +3.3% | +15.7% | -12.4% | -3.9% |
| YTD | +8.5% | +8.6% | -0.1% | +3.7% |
| 1Y | +22.1% | +14.1% | +8.0% | +13.7% |
| 3Y | +70.1% | +87.9% | -17.8% | +19.8% |
| 5Y | +97.4% | +76.3% | +21.1% | +41.6% |
| 10Y | +216.8% | +409.7% | -192.8% | +13.9% |
| All | +216.8% | +408.5% | -191.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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