+1,238.1%
CB vs VUG
+1,182.3%
+55.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | +0.7% | -1.2% | +1.9% | +1.3% |
| 30D | +8.2% | -8.9% | +17.0% | +14.5% |
| 3M | +6.3% | -5.9% | +12.2% | +9.9% |
| 6M | +16.2% | -3.3% | +19.5% | +16.7% |
| YTD | +19.3% | +3.4% | +15.9% | +13.5% |
| 1Y | +29.2% | +1.9% | +27.3% | +23.9% |
| 3Y | +71.4% | +76.9% | -5.5% | +3.9% |
| 5Y | +104.2% | +63.9% | +40.4% | +25.4% |
| 10Y | +246.7% | +396.2% | -149.6% | -27.0% |
| All | +1,238.1% | +1,182.3% | +55.8% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling