+1,199.2%
VUG vs CAG
+66.2%
+1,133.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.2% |
| 7D | +4.4% | -6.2% | +10.6% | +5.9% |
| 30D | -7.3% | +7.4% | -14.8% | -9.3% |
| 3M | -4.2% | -1.6% | -2.6% | -4.5% |
| 6M | -1.6% | +6.3% | -7.9% | -4.2% |
| YTD | +4.9% | -10.1% | +15.0% | +5.7% |
| 1Y | +3.8% | -10.2% | +14.0% | +4.6% |
| 3Y | +79.4% | -37.3% | +116.7% | +94.7% |
| 5Y | +63.9% | -41.6% | +105.5% | +79.0% |
| 10Y | +404.0% | -38.1% | +442.1% | +406.5% |
| All | +1,199.2% | +66.2% | +1,133.0% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling