+744.4%
CVS vs VUG
+1,251.8%
-507.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | +2.7% | -0.7% | +3.3% | +2.5% |
| 6M | +21.9% | +14.6% | +7.2% | +11.6% |
| YTD | +24.7% | +9.0% | +15.7% | +17.3% |
| 1Y | +35.4% | +14.9% | +20.6% | +23.1% |
| 3Y | +65.2% | +86.0% | -20.9% | +7.5% |
| 5Y | +30.5% | +76.7% | -46.1% | -15.3% |
| 10Y | +40.4% | +411.3% | -370.9% | -60.5% |
| All | +744.4% | +1,251.8% | -507.4% | +3.6% |
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