+76.5%
VUG vs CAG
-42.8%
+119.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.5% |
| 7D | -1.9% | -5.9% | +4.0% | -1.9% |
| 30D | -1.6% | -1.5% | 0.0% | -1.6% |
| 3M | +4.4% | +11.5% | -7.1% | +4.3% |
| 6M | +13.2% | -15.7% | +28.9% | +13.7% |
| YTD | +7.5% | -10.2% | +17.7% | +7.7% |
| 1Y | +12.5% | -18.1% | +30.5% | +13.1% |
| 3Y | +86.0% | -39.4% | +125.4% | +88.7% |
| 5Y | +76.5% | -42.6% | +119.1% | +82.2% |
| All | +76.5% | -42.8% | +119.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling