+685.5%
CVS vs VUG
+1,188.6%
-503.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +6.6% | +2.5% | +4.1% | +5.1% |
| 30D | -0.4% | -6.3% | +5.8% | +2.8% |
| 3M | -5.3% | -6.0% | +0.8% | -2.6% |
| 6M | -7.7% | -3.5% | -4.2% | -7.0% |
| YTD | +16.0% | +3.9% | +12.1% | +11.4% |
| 1Y | +16.2% | +5.1% | +11.1% | +10.7% |
| 3Y | +47.6% | +77.9% | -30.3% | -2.0% |
| 5Y | +12.3% | +62.4% | -50.1% | -23.6% |
| 10Y | +62.4% | +399.4% | -337.0% | -54.1% |
| All | +685.5% | +1,188.6% | -503.1% | -1.6% |
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