+248.2%
CB vs VUG
+391.5%
-143.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +0.2% | -3.4% | +3.6% | +1.5% |
| 30D | +9.1% | -11.1% | +20.1% | +14.0% |
| 3M | +3.4% | -7.2% | +10.7% | +6.1% |
| 6M | +14.1% | -4.1% | +18.2% | +14.8% |
| YTD | +18.0% | +1.4% | +16.6% | +15.5% |
| 1Y | +30.1% | +1.9% | +28.2% | +26.9% |
| 3Y | +71.8% | +77.7% | -6.0% | +23.3% |
| 5Y | +101.8% | +57.6% | +44.2% | +53.1% |
| All | +248.2% | +391.5% | -143.3% | +34.0% |
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