+402.8%
VUG vs CAH
+418.0%
-15.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.5% | +3.5% | -0.9% | +1.7% |
| 30D | -6.3% | +13.5% | -19.7% | -9.1% |
| 3M | -6.0% | +21.8% | -27.9% | -10.5% |
| 6M | -3.5% | +51.5% | -55.1% | -13.1% |
| YTD | +3.9% | +38.1% | -34.2% | -4.7% |
| 1Y | +5.1% | +37.7% | -32.6% | -3.6% |
| 3Y | +77.9% | +179.6% | -101.7% | +32.9% |
| 5Y | +62.4% | +504.9% | -442.5% | -4.0% |
| All | +402.8% | +418.0% | -15.1% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling