+41.0%
CVS vs VUG
+419.9%
-379.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -2.0% | -1.9% | -0.1% | -1.2% |
| 30D | +1.9% | -1.6% | +3.5% | +2.5% |
| 3M | -2.2% | +4.4% | -6.6% | -4.1% |
| 6M | +26.7% | +13.2% | +13.5% | +19.9% |
| YTD | +22.9% | +7.5% | +15.4% | +18.5% |
| 1Y | +32.9% | +12.5% | +20.4% | +25.6% |
| 3Y | +62.3% | +86.0% | -23.7% | +19.1% |
| 5Y | +34.2% | +76.5% | -42.2% | -0.8% |
| All | +41.0% | +419.9% | -379.0% | -46.1% |
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