+77.9%
VUG vs CAH
+180.6%
-102.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.5% | +3.5% | -0.9% | +2.4% |
| 30D | -6.3% | +13.5% | -19.7% | -6.7% |
| 3M | -6.0% | +21.8% | -27.9% | -6.8% |
| 6M | -3.5% | +51.5% | -55.1% | -5.8% |
| YTD | +3.9% | +38.1% | -34.2% | +2.1% |
| 1Y | +5.1% | +37.7% | -32.6% | +3.3% |
| 3Y | +77.9% | +179.6% | -101.7% | +64.9% |
| All | +77.9% | +180.6% | -102.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling