+63.6%
CVS vs VUG
+88.1%
-24.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.6% | +0.9% | -2.4% | -1.6% |
| 30D | +0.4% | -1.4% | +1.8% | +0.5% |
| 3M | -0.4% | +2.3% | -2.8% | -0.7% |
| 6M | +25.1% | +15.7% | +9.5% | +23.1% |
| YTD | +23.9% | +8.6% | +15.3% | +22.6% |
| 1Y | +41.1% | +14.1% | +27.0% | +38.7% |
| 3Y | +63.6% | +87.9% | -24.3% | +43.5% |
| All | +63.6% | +88.1% | -24.4% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling