+72.4%
CB vs VUG
+80.4%
-8.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.4% |
| 7D | -1.0% | -1.1% | 0.0% | -1.1% |
| 30D | +7.3% | -7.0% | +14.3% | +7.0% |
| 3M | +7.0% | -3.7% | +10.7% | +6.8% |
| 6M | +16.3% | -1.6% | +18.0% | +16.2% |
| YTD | +19.7% | +5.1% | +14.6% | +19.3% |
| 1Y | +27.8% | +3.8% | +24.0% | +27.4% |
| All | +72.4% | +80.4% | -8.0% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling