+247.9%
CB vs VUG
+402.9%
-155.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | 0.0% | +4.4% | -4.4% | -1.7% |
| 30D | +7.4% | -7.3% | +14.7% | +10.4% |
| 3M | +8.6% | -4.2% | +12.9% | +10.1% |
| 6M | +16.1% | -1.6% | +17.7% | +15.7% |
| YTD | +20.2% | +4.9% | +15.3% | +16.0% |
| 1Y | +27.2% | +3.8% | +23.4% | +23.2% |
| 3Y | +72.7% | +79.4% | -6.8% | +23.8% |
| 5Y | +105.9% | +63.9% | +42.0% | +53.5% |
| All | +247.9% | +402.9% | -155.0% | +31.1% |
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