+1,134.6%
CB vs VUG
+1,251.8%
-117.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +9.0% | -0.7% | +9.6% | +8.4% |
| 6M | +2.9% | +14.6% | -11.8% | -7.9% |
| YTD | +10.1% | +9.0% | +1.1% | +1.7% |
| 1Y | +22.8% | +14.9% | +7.9% | +8.7% |
| 3Y | +73.8% | +86.0% | -12.2% | +2.3% |
| 5Y | +99.2% | +76.7% | +22.5% | +16.3% |
| 10Y | +218.2% | +411.3% | -193.1% | -33.5% |
| All | +1,134.6% | +1,251.8% | -117.2% | -7.2% |
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 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