+76.0%
VUG vs CAH
+400.5%
-324.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | -1.7% | +1.2% | -2.9% | -1.9% |
| 3M | +2.8% | +13.1% | -10.3% | +0.6% |
| 6M | +13.6% | +8.5% | +5.1% | +11.9% |
| YTD | +8.1% | +17.6% | -9.5% | +4.6% |
| 1Y | +13.1% | +60.7% | -47.6% | +2.0% |
| 3Y | +87.0% | +183.2% | -96.2% | +43.9% |
| 5Y | +76.0% | +402.2% | -326.2% | +9.6% |
| All | +76.0% | +400.5% | -324.5% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling