-65.0%
CBRS vs VUG
-3.6%
-61.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.9% | +12.1% | +13.3% |
| 7D | +21.2% | +2.5% | +18.7% | +14.9% |
| 30D | -23.2% | -6.3% | -16.9% | -10.5% |
| 3M | -52.9% | -6.0% | -46.9% | -45.1% |
| All | -65.0% | -3.6% | -61.4% | -64.9% |
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