-62.0%
CDE vs VUG
+1,246.8%
-1,308.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +2.3% | +0.9% | +1.4% | +1.3% |
| 30D | +18.8% | -1.4% | +20.2% | +21.0% |
| 3M | +23.5% | +2.3% | +21.2% | +21.1% |
| 6M | -8.6% | +15.7% | -24.3% | -21.5% |
| YTD | +16.0% | +8.6% | +7.4% | +7.9% |
| 1Y | +42.1% | +14.1% | +28.0% | +25.2% |
| 3Y | +835.9% | +87.9% | +748.0% | +357.7% |
| 5Y | +197.6% | +76.3% | +121.3% | +50.5% |
| 10Y | +39.6% | +409.7% | -370.1% | -83.3% |
| All | -62.0% | +1,246.8% | -1,308.8% | -98.9% |
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 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